Simulation of Homogeneous Two-Dimensional Random Fields: Part II—MA and ARMA Models

[+] Author and Article Information
Pol D. Spanos

Rice University, Houston, TX 77251

Marc P. Mignolet

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

J. Appl. Mech 59(2S), S270-S277 (Jun 01, 1992) doi:10.1115/1.2899500 History: Received October 25, 1990; Revised May 14, 1991; Online March 31, 2008


Alternatively to the autoregressive (AR) models examined in Part I, the determination of moving average (MA) algorithms for simulating realizations of twodimensional random fields with a specified (target) power spectrum is presented. First, the mathematical form of these models is addressed by considering infinitevariate vector processes of an appropriate spectral matrix. Next, the MA parameters are determined by relying on the maximization of an energy-like quantity. Then, a technique is formulated to derive an autoregressive moving average (ARMA) simulation algorithm from a prior MA 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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