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Shock and Vibration
Volume 1, Issue 1, Pages 45-53

A Frequency Domain Method for the Generation of Partially Coherent Normal Stationary Time Domain Signals

David O. Smallwood and Thomas L. Paez

Sandia National Laboratories, Albuquerque New Mexico 87185, USA

Copyright © 1993 Hindawi Publishing Corporation. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


A procedure for generating vectors of time domain signals that are partially coherent in a prescribed manner is described. The procedure starts with the spectral density matrix, [Gxx(f)] , that relates pairs of elements of the vector random process {X(t)},<t<. The spectral density matrix is decomposed into the form [Gxx(f)]=[U(f)][S(f)][U(f)]' where [U(f)] is a matrix of complex frequency response functions, and [S(f)] is a diagonal matrix of real functions that can vary with frequency. The factors of the spectral density matrix, [U(f)] and [S(f)], are then used to generate a frame of random data in the frequency domain. The data is transformed into the time domain using an inverse FFT to generate a frame of data in the time domain. Successive frames of data are then windowed, overlapped, and added to form a vector of normal stationary sampled time histories, {X(t)}, of arbitrary length.