Synthesis of Ito’s Equations Systems with a Given Output Spectrum

An analytical method for the synthesis of a generator of a random process with a given spectrum in the form of a linear system of Ito’s equations is proposed. The stationarity of a random process is assumed, the spectral and corresponding transfer functions of which are defined in the form of rational fractions. The coefficients of the system of Ito’s equations of the generator are found from recurrent algebraic relations. The method is focused on working with mathematical models of nature random processes, such as the Dryden’s wind model.