2010
DOI: 10.1016/j.probengmech.2010.04.003
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A new representation of power spectral density and correlation function by means of fractional spectral moments

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Cited by 20 publications
(14 citation statements)
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References 24 publications
(40 reference statements)
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“…Although the SMs return important information on the nature of a stochastic process, they do not allow fully describing the PSD or the correlation of the process itself [21]. Cottone and Di Paola [22] proposed an extension of the traditional integer order SMs to complex order moments, by defining the so-called Fractional Spectral Moments (FSMs) as the Mellin transform of the one-sided PSD of a stochastic process. The advantage of these complex quantities is that they are able to reconstruct both the PSD and the correlation functions, and, therefore, can be seen as an alternative representation of the process itself [22,23].…”
Section: Exact Closed-form Fractional Spectral Moments For Linear Framentioning
confidence: 99%
See 1 more Smart Citation
“…Although the SMs return important information on the nature of a stochastic process, they do not allow fully describing the PSD or the correlation of the process itself [21]. Cottone and Di Paola [22] proposed an extension of the traditional integer order SMs to complex order moments, by defining the so-called Fractional Spectral Moments (FSMs) as the Mellin transform of the one-sided PSD of a stochastic process. The advantage of these complex quantities is that they are able to reconstruct both the PSD and the correlation functions, and, therefore, can be seen as an alternative representation of the process itself [22,23].…”
Section: Exact Closed-form Fractional Spectral Moments For Linear Framentioning
confidence: 99%
“…Cottone and Di Paola [22] proposed an extension of the traditional integer order SMs to complex order moments, by defining the so-called Fractional Spectral Moments (FSMs) as the Mellin transform of the one-sided PSD of a stochastic process. The advantage of these complex quantities is that they are able to reconstruct both the PSD and the correlation functions, and, therefore, can be seen as an alternative representation of the process itself [22,23]. Additionally, Cottone and Di Paola [24] have shown that FSMs can be used as coefficients of a time series defined in terms of the Riesz fractional derivatives of a white noise for the digital simulation of realizations of a stochastic process with assigned PSD.…”
Section: Exact Closed-form Fractional Spectral Moments For Linear Framentioning
confidence: 99%
“…The problem is solved on basis of a recently developed method which allows to represent PSD and correlation function (AC) in closed form by means of a generalized Taylor expansion using fractional spectral moments (FSMs) [11]. The concept is used in [15] to derive a linear fractional differential equation, whose output is a stationary colored Gaussian process with target PSD, e.g.…”
Section: Motivations and Aim Of The Papermentioning
confidence: 99%
“…As shown in [11] both the AC and the PSD function can be reconstructed by fractional spectral moments (FSMs) defined as (3) with γ ∈ C chosen such that the integral converge, that is with the real part γ 0 < Reγ < γ 1 .…”
Section: Fractional Representation Of Stationary Gaussian Processesmentioning
confidence: 99%
“…Physical meaning of SMs quantities has been given in Di Paola (1985). In Cottone and Di Paola, 2010a, the authors introduced a generalized class of SM, called the Fractional Spectral Moments (FSMs) of the one-sided PSD, that is…”
Section: Fractional Moments For Stochastic Processesmentioning
confidence: 99%