Journal ArticleDOI
Auto‐Regressive Model for Nonstationary Stochastic Processes
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In this article, an autoregressive model for univariate, one-dimensional, nonstationary, Gaussian random processes with evolutionary power spectra is introduced, and an efficient technique for numerically generating sample functions of such non-stationary processes is developed.Abstract:
An autoregressive model for univariate, one‐dimensional, nonstationary, Gaussian random processes with evolutionary power spectra is introduced. At the same time, an efficient technique for numerically generating sample functions of such nonstationary processes is developed. The technique uses a recursive equation which: (1) Reflects the nature of the nonstationarity of the process whose sample functions are to be generated; and (2) involves a normalized univariate, one‐dimensional white noise sequence. The coefficients of the recursive equation are determined using the autocorrelation function of the process, which in turn is calculated from the evolutionary power spectrum at every time instant. Using the recursive equation with those coefficients, sample functions over a specified domain can be generated with substantial computational ease. Univariate, one‐dimensional, nonstationary processes with three different forms of the evolutionary power spectrum are modeled, and their sample functions are genera...read more
Citations
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Journal ArticleDOI
The stochastic finite element method: Past, present and future
TL;DR: A state-of-the-art review of past and recent developments in the SFEM area and indicating future directions as well as some open issues to be examined by the computational mechanics community in the future are provided.
Journal ArticleDOI
Digital simulation of wind field velocity
TL;DR: In this article, some computational aspects on the generation procedure of n -variate wind velocity vectors are discussed in detail, and decompositions of the power spectral density matrix are also discussed showing the physical significance of eigenquantities of this matrix.
Journal ArticleDOI
Context-Awareness for Mobile Sensing: A Survey and Future Directions
TL;DR: This paper surveys the literature over the period of 1991-2014 from the emerging concepts to applications of context-awareness in mobile platforms by providing up-to-date research and future research directions and points out the challenges faced and enlightens them by proposing possible solutions.
Journal ArticleDOI
Simulation of Nonstationary Stochastic Processes by Spectral Representation
Jianwen Liang,Jianwen Liang,Samit Ray Chaudhuri,Samit Ray Chaudhuri,Masanobu Shinozuka,Masanobu Shinozuka +5 more
TL;DR: In this article, a rigorous derivation of a previously known formula for simulation of one-dimensional, univariate, nonstationary stochastic processes integrating Priestly's evolutionary spectral representation theory is presented.
Journal ArticleDOI
Modeling of nonstationary ground motion and analysis of inelastic structural response
C.-H. Yeh,Y.K. Wen +1 more
TL;DR: In this paper, a stochastic model of ground excitation is proposed in which both intensity and frequency content are functions of time, and corresponding methods for estimating the model parameters based on actual earthquake records are also given.
References
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Journal ArticleDOI
Digital simulation of random processes and its applications
Masanobu Shinozuka,C.-M. Jan +1 more
TL;DR: In this article, the authors presented an efficient method for digital simulation of general homogeneous processes as a series of cosine functions with weighted amplitudes, almost evenly spaced frequencies, and random phase angles.
Journal ArticleDOI
Instantaneous Power Spectra
TL;DR: In this paper, the instantaneous power spectrum of a random function may be averaged over the ensemble of functions, with a resulting stochastic average instantaneous spectrum that is equal to the conventional time average power spectrum.
Journal ArticleDOI
Simulation of Nonstationary Random Process
Masanobu Shinozuka,Y. Sato +1 more
TL;DR: In this article, a method of simulating a class of nonstationary Gaussian random processes by passing a Gaussian white noise through a system introducing desirable nonstationarity at some phase of simulation is presented.
Generation of Artificial Earthquakes
G. W. Housner,P. C. Jennings +1 more
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Spectral analysis of the convolution and filtering of non-stationary stochastic processes
TL;DR: In this paper, a unified theory for spectral description, convolution, and filtering on non-stationary stochastic processes is presented, which deals with the spectral description and convolutional filtering of nonstationary processes.