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

Sofia Åberg (Institutionen för matematiska vetenskaper, matematisk statistik) ; Krzysztof Podgórski ; Igor Rychlik (Institutionen för matematiska vetenskaper, matematisk statistik)
(2008)
[Preprint]

In this paper a new 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.

Nyckelord: fatigue damage, Laplace distribution, spectral density, Rice's formula, moving average, non-Gaussian process



Denna post skapades 2008-08-12. Senast ändrad 2009-06-02.
CPL Pubid: 72873

 

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Institutioner (Chalmers)

Institutionen för matematiska vetenskaper, matematisk statistik (2005-2016)

Ämnesområden

Matematisk statistik

Chalmers infrastruktur

Ingår i serie

Preprint - Department of Mathematical Sciences, Chalmers University of Technology and Göteborg University 2008:14