TY - JOUR
T1 - Fatigue damage assessment for a spectral model of non-Gaussian random loads
AU - Åberg, Sofia
AU - Podgorski, Krzysztof
AU - Rychlik, Igor
PY - 2009
Y1 - 2009
N2 - 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.
AB - 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.
KW - Non-Gaussian process
KW - Moving average
KW - Rice's formula
KW - Spectral density
KW - Fatigue damage
KW - Laplace distribution
U2 - 10.1016/j.probengmech.2009.04.004
DO - 10.1016/j.probengmech.2009.04.004
M3 - Article
VL - 24
SP - 608
EP - 617
JO - Probabilistic Engineering Mechanics
JF - Probabilistic Engineering Mechanics
SN - 0266-8920
IS - 4
ER -