Estimation of Correlation Functions by the Random DEC Technique

Rune Brincker, Steen Krenk, Jakob Laigaard Jensen

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    Abstract

    The Random Dec Technique is a versatile technique for characterization of random signals in the time domain. In this paper a short review of the most important properties of the technique is given. The review is mainly based on recently achieved results that are still unpublished, or that has just been published. In the review theoretical results are given, including results for general trig conditions, fundamental solutions for the case of Gaussian processes, and closed form solutions for the variance of the Random Dec signature. The potential of the technique is illustrated by application of the level trig condition on simulated data. The technique proves to be accurate and fast compared to traditional FFT analysis.
    Original languageEnglish
    Place of PublicationAalborg
    PublisherDept. of Building Technology and Structural Engineering, Aalborg University
    Number of pages12
    Publication statusPublished - 1990
    SeriesFracture and Dynamics
    Number26
    VolumeR9028
    ISSN0902-7513

    Bibliographical note

    PDF for print: 19 pp.

    Presented at "Skandinavisk Forum för Stokastisk Mekanik", Lund, Sweden, August 30-31, 1990

    Keywords

    • Random Dec Technique
    • Trig Conditions
    • Gaussian Processes
    • Random Dec Signature

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