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eess.SP2020
Rapid Generation of Stochastic Signals with Specified Statistics
Span Spanbauer, Ian Hunter
We demonstrate a novel algorithm for generating stationary stochastic signals with a specified power spectral density (or equivalently, via the Wiener-Khinchin relation, a specifie…
eess.SP2020
Coarse-Grained Nonlinear System Identification
Span Spanbauer, Ian Hunter
We introduce Coarse-Grained Nonlinear Dynamics, an efficient and universal parameterization of nonlinear system dynamics based on the Volterra series expansion. These models requir…