ON SOME BASIC PROBLEMS OF STOCHASTIC MODELLING

Abstract

The development of computerized digital measuring and simulating equipment opened the way to the practical use of stationary stochastic process modelling. It raised also new problems in PSD records smoothing, space-time conversion and individual phase difference simulation. These were solved by generalization of the natural-parameter method and by introduction of complex specimen eigenspectra. A four-parameter spectrum family and the NAPA4 modelling system have been developed for the practical utilization of these innovations.