随机过程数字仿真的ARMA法

ARMA Method of the Digital Simulation of Random Processes

文章讨论了采用ARMA 模型进行随机过程数字仿真问题。研究表明,可由AR 模型导出具有高计算效率的ARMA 模型。模型阶数和采样间隔的选取应保证相关函数在主要相关区段上的拟合。ARMA 模型阶数只要高于一定值,都可达到较好的仿真效果。

In this paper,the digital simulation of random processes with the aid of ARMAmodels is considered.It is shown that an efficient ARMA model can be deduced fromthe AR model.The order of the AR model and the sampling interval should be chosento meet the requirements of matching the autocorrelations over the main lag domain.Based on the ARMA model,with the order higher than a certain value,a goodsimulation effect can be achieved.