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فصلنامه دانش مدیریت (منتشر نمی شود)
مقاله 6، دوره 43، شماره 0 - شماره پیاپی 1123، دی 1377 اصل مقاله (499.77 K)
نویسنده
نظام الدین فقیه^*
عنوان مقاله [English]
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چکیده [English]
This paper presents the state space modeling and simulation of ergodic phenomena with known autocorrelation functions. The method is based on white noise filteration and for this, the state space approach to design and representation is employed. Therefore, the continuous filter characteristics and also the recurrence equations, for digital computer simulations, can be derived. The method is applied to second order Gaussian phenomena with a prescribed decaying cosine autocorrelation function. The discrete data are then simulated, on a digital computer, by exciting the filters with discrete white noise and sampling the response. The autocorrelations estimated from the simulated phenomena are plotted and compared with the truly expected values.

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