In this paper, we survey and compare different algorithms that, given an overcomplete dictionary of elementary functions, solve the problem of simultaneous sparse signal approxim...
A fast and exact procedure for the numerical synthesis of stationary multivariate Gaussian time series with a priori prescribed and well controlled autoand cross-covariance functi...
The problem of synthesizing multivariate stationary series Y [n] = (Y1[n], . . . , YP [n])T , n ∈ Z, with prescribed non-Gaussian marginal distributions, and a targeted covarian...