Simulating Quadratically Nonlinear Random Processes Academic Article uri icon

abstract

  • A technique to generate realizations of quadratically nonlinear non-Gaussian time series with a desired ("target") power spectrum and bispectrum is presented. Specifically, by generating a Gaussian time series (using amplitude information from the target power spectrum and random phases) and passing it through a quadratic filter (that uses phase information from the target bispectrum), a realization of a quadratically nonlinear random process with a specified power spectrum and bispectrum can be produced. Second- and third-order statistics from many realizations of simulated nonlinear time series compare well to those from the original time series providing the target power spectrum and bispectrum, with deviations consistent with theory. The simulation technique is shown to simulate accurately ocean waves in shallow water, which are well known to be quadratically nonlinear.

publication date

  • June 1997