Simulation of Homogeneous Two-Dimensional Random Fields: Part I—AR and ARMA Models

[+] Author and Article Information
Marc P. Mignolet

Department of Mechanical and Aerospace Engineering, Arizona State University, Tempe, AZ 85287-6106

Pol D. Spanos

Rice University, Houston, TX 77251

J. Appl. Mech 59(2S), S260-S269 (Jun 01, 1992) doi:10.1115/1.2899499 History: Received October 25, 1990; Revised May 14, 1991; Online March 31, 2008


The determination of autoregressive (AR) and autoregressive moving average (ARMA) algorithms for simulating realizations of two-dimensional random fields with a specified (target) power spectrum is examined. The form of both of these models is justified first by considering infinite-variate vector processes of appropriate spectral matrix. Next, the AR parameters are selected to achieve the minimum of a positive integral. Then, a technique is formulated to derive an ARM A simulation algorithm from the prior AR approximation by relying on the minimization of frequency domain errors. Finally, these procedures are critically assessed and an example of application is presented.

Copyright © 1992 by The American Society of Mechanical Engineers
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