Convergence study of the truncated Karhunen-Loeve expansion for simulation of stochastic processes

Convergence study of the truncated Karhunen-Loeve expansion for simulation of stochastic processes

10.1002/nme.255

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Bibliographic Details
Main Authors: Huang, S.P., Quek, S.T., Phoon, K.K.
Other Authors: CIVIL ENGINEERING
Format: Article
Published: 2014
Subjects:
Covariance models
Karhunen-Loeve expansion
Non-stationary Gaussian process
Simulation
Stationary Gaussian process
Stochastic representation
Online Access:http://scholarbank.nus.edu.sg/handle/10635/65354
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Institution: National University of Singapore
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