Comparison between Karhunen-Loeve and wavelet expansions for simulation of Gaussian processes

Comparison between Karhunen-Loeve and wavelet expansions for simulation of Gaussian processes

10.1016/j.compstruc.2004.03.008

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Bibliographic Details
Main Authors: Phoon, K.K., Huang, H.W., Quek, S.T.
Other Authors: CIVIL ENGINEERING
Format: Conference or Workshop Item
Published: 2014
Subjects:
Cholesky factorisation
Eigen decomposition
Gaussian process
Karhunen-Loeve
Wavelets
Online Access:http://scholarbank.nus.edu.sg/handle/10635/74106
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Institution: National University of Singapore

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http://scholarbank.nus.edu.sg/handle/10635/74106

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