Simulation of Homogeneous Two-Dimensional Random Fields: Part II—MA and ARMA Models

Abstract

Alternatively to the autoregressive (AR) models examined in Part I, the determination of moving average (MA) algorithms for simulating realizations of twodimensional random fields with a specified (target) power spectrum is presented. First, the mathematical form of these models is addressed by considering infinitevariate vector processes of an appropriate spectral matrix. Next, the MA parameters are determined by relying on the maximization of an energy-like quantity. Then, a technique is formulated to derive an autoregressive moving average (ARMA) simulation algorithm from a prior MA approximation by relying on the minimization of frequency domain errors. Finally, these procedures are critically assessed and an example of application is presented.