Fatigue damage assessment for a spectral model of non-Gaussian random loads
(2009) In Probabilistic Engineering Mechanics 24(4). p.608-617- Abstract
- In this paper, anew model for random loads - the Laplace driven moving average - is presented. The model is second order, non-Gaussian, and strictly stationary. It shares with its Gaussian counterpart the ability to model any spectrum but has additional flexibility to model the skewness and kurtosis of the marginal distribution. Unlike most other non-Gaussian models proposed in the literature, such as the transformed Gaussian or Volterra series models, the new model is no longer derivable from Gaussian processes. In the paper, a summary of the properties of the new model is given and its upcrossing intensities are evaluated. Then it is used to estimate fatigue damage both from simulations and in terms of an upper bound that is of... (More)
- In this paper, anew model for random loads - the Laplace driven moving average - is presented. The model is second order, non-Gaussian, and strictly stationary. It shares with its Gaussian counterpart the ability to model any spectrum but has additional flexibility to model the skewness and kurtosis of the marginal distribution. Unlike most other non-Gaussian models proposed in the literature, such as the transformed Gaussian or Volterra series models, the new model is no longer derivable from Gaussian processes. In the paper, a summary of the properties of the new model is given and its upcrossing intensities are evaluated. Then it is used to estimate fatigue damage both from simulations and in terms of an upper bound that is of particular use for narrowband spectra. (C) 2009 Elsevier Ltd. All rights reserved. (Less)
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1462927
- author
- Åberg, Sofia LU ; Podgorski, Krzysztof LU and Rychlik, Igor LU
- organization
- publishing date
- 2009
- type
- Contribution to journal
- publication status
- published
- subject
- keywords
- Non-Gaussian process, Moving average, Rice's formula, Spectral density, Fatigue damage, Laplace distribution
- in
- Probabilistic Engineering Mechanics
- volume
- 24
- issue
- 4
- pages
- 608 - 617
- publisher
- Elsevier
- external identifiers
-
- wos:000267634800013
- scopus:65649110847
- ISSN
- 0266-8920
- DOI
- 10.1016/j.probengmech.2009.04.004
- language
- English
- LU publication?
- yes
- id
- 0770ebf8-5eae-49ee-a9b3-bef15b7ecbfe (old id 1462927)
- date added to LUP
- 2016-04-01 12:25:07
- date last changed
- 2022-03-29 00:35:30
@article{0770ebf8-5eae-49ee-a9b3-bef15b7ecbfe,
abstract = {{In this paper, anew model for random loads - the Laplace driven moving average - is presented. The model is second order, non-Gaussian, and strictly stationary. It shares with its Gaussian counterpart the ability to model any spectrum but has additional flexibility to model the skewness and kurtosis of the marginal distribution. Unlike most other non-Gaussian models proposed in the literature, such as the transformed Gaussian or Volterra series models, the new model is no longer derivable from Gaussian processes. In the paper, a summary of the properties of the new model is given and its upcrossing intensities are evaluated. Then it is used to estimate fatigue damage both from simulations and in terms of an upper bound that is of particular use for narrowband spectra. (C) 2009 Elsevier Ltd. All rights reserved.}},
author = {{Åberg, Sofia and Podgorski, Krzysztof and Rychlik, Igor}},
issn = {{0266-8920}},
keywords = {{Non-Gaussian process; Moving average; Rice's formula; Spectral density; Fatigue damage; Laplace distribution}},
language = {{eng}},
number = {{4}},
pages = {{608--617}},
publisher = {{Elsevier}},
series = {{Probabilistic Engineering Mechanics}},
title = {{Fatigue damage assessment for a spectral model of non-Gaussian random loads}},
url = {{http://dx.doi.org/10.1016/j.probengmech.2009.04.004}},
doi = {{10.1016/j.probengmech.2009.04.004}},
volume = {{24}},
year = {{2009}},
}