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Fatigue damage assessment for a spectral model of non-Gaussian random loads

Åberg, Sofia LU ; Podgorski, Krzysztof LU and Rychlik, Igor LU (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)
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author
organization
publishing date
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
2009-08-18 16:41:54
date last changed
2017-08-06 03:47:43
@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},
  keyword      = {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},
  volume       = {24},
  year         = {2009},
}