Recent content by confused_engineer

Hello everyone. I have 4 samples of 50 elements from 4 unknown random variables obtained from a Karhunen-Loève decomposition using Matlab's pca (each one is a column of size 50 from the coefficient matrix). I am following the article SAMBA: Sparse Approximation of Moment-Based Arbitrary...

Thanks. I will look into it.

Hello everyone. I am looking for a way to interpolate data and obtaining in return an expression which can be used to evaluate the expression at any point. An example of this would be the Shannon interpolation (see slides 15 to 18) which return a sum of cardinal sines and can be evaluated...

Hello everyone. I am working with mathematica, where I have developed a two-dimensional shannon interplation, just as can be seen in the slides 15 to 18 of this presentation. The code is as follows: savedX = Table[XposX = mat[[All, 1]]; YposX = mat[[All, 2]]; windXVal = mat[[All, i]]...

Hello everyone. I have been recently working in an optimization model in the presence of uncertainty. I have read https://www.researchgate.net/publication/310742108_Efficient_Simulation_of_Stationary_Multivariate_Gaussian_Random_Fields_with_Given_Cross-Covariance in which, a methodology for...

Hello everyone. I am currently working with Matlab. I have a 2D gaussian kernel constructed using the muKL technique (first attached figure). I want to use it to generate realizations of a gaussian random process using the KL theorem. For that, I obtain then all eigenvectors and eigenvalues of...

Hello everyone. I am trying to implement the mcKL expansion proposed in this article using Matlab and two vectors of correlated data of size 1000*50, meaning 50 realizations of two random processes measured 1000 times. As the article says, if two stochastic processes are correlated, one cannot...

Sorry, if I write mean(KLT')

I have copied the code of the accepted answer to this post in the official Matlab forums, since I am interested in performing the KL expansion myself. clc clear all y=[1,2,4;2,3,10]; y=y' %Reasons for transposing will become clear when you will read the second point given below...

Hello everyone. I have a vector, stochasticData.mat, it contains a matrix of size 211302*50, being 211302 measurements of 50 realizations of a stochsatic process. I want to use the Karhunen-Loève expansion and the software Mathematica to calculate the uncorrelated random variables. For that, I...

Then is all clear. Thank you very much.

First of all, thanks for answering my question. I am confused because the article tallks about ωs and ωN-s and I find extrange that following the paper one arrives to ω3=ω3=4/N*... for this particular example. Therefore, I understand from your answer that ω3=ω3=4/N*... is the weight of the...

Hello everyone. I am studying this article since I am interested in optimization. The article makes use of Clenshaw–Curtis quadrature scheme to discretize the integral part of the cost function to a finite sum using Chebyshev polynomials. The article differentiates between the case of odd...

First of all thanks for your answer. If I understand propperly, the node points are the roots of the polynomial of order N? but then, what is the use of the cosine? I have plotted the values if the cosine for N=60 and these values cluster arround the endpoints of the interval [-1, 1], I think...

Hello everyone. I am trying to construct an optimization problem using Chebyshev pseudospectral method as described in this article. For that, I need to calculate the zeros of the Chebyshev polynomial of any order. In the article is sugested to do it as tk=cos(πk/N) k=0, ..., N...