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Title: Generation of Stationary Non-Gaussian Time Histories with a Specified Cross-spectral Density

Abstract

The paper reviews several methods for the generation of stationary realizations of sampled time histories with non-Gaussian distributions and introduces a new method which can be used to control the cross-spectral density matrix and the probability density functions (pdfs) of the multiple input problem. Discussed first are two methods for the specialized case of matching the auto (power) spectrum, the skewness, and kurtosis using generalized shot noise and using polynomial functions. It is then shown that the skewness and kurtosis can also be controlled by the phase of a complex frequency domain description of the random process. The general case of matching a target probability density function using a zero memory nonlinear (ZMNL) function is then covered. Next methods for generating vectors of random variables with a specified covariance matrix for a class of spherically invariant random vectors (SIRV) are discussed. Finally the general case of matching the cross-spectral density matrix of a vector of inputs with non-Gaussian marginal distributions is presented.

Authors:
 [1]
  1. Mechanical and Thermal Environments Department, Sandia National Laboratories, P.O. Box 5800, MS-0865 Albuquerque, NM 87185-0865, USA
Publication Date:
Sponsoring Org.:
USDOE
OSTI Identifier:
1197688
Grant/Contract Number:  
AC04-94AL85000
Resource Type:
Published Article
Journal Name:
Shock and Vibration
Additional Journal Information:
Journal Name: Shock and Vibration Journal Volume: 4 Journal Issue: 5-6; Journal ID: ISSN 1070-9622
Publisher:
Hindawi Publishing Corporation
Country of Publication:
Egypt
Language:
English

Citation Formats

Smallwood, David O. Generation of Stationary Non-Gaussian Time Histories with a Specified Cross-spectral Density. Egypt: N. p., 1997. Web. doi:10.1155/1997/713593.
Smallwood, David O. Generation of Stationary Non-Gaussian Time Histories with a Specified Cross-spectral Density. Egypt. doi:10.1155/1997/713593.
Smallwood, David O. Wed . "Generation of Stationary Non-Gaussian Time Histories with a Specified Cross-spectral Density". Egypt. doi:10.1155/1997/713593.
@article{osti_1197688,
title = {Generation of Stationary Non-Gaussian Time Histories with a Specified Cross-spectral Density},
author = {Smallwood, David O.},
abstractNote = {The paper reviews several methods for the generation of stationary realizations of sampled time histories with non-Gaussian distributions and introduces a new method which can be used to control the cross-spectral density matrix and the probability density functions (pdfs) of the multiple input problem. Discussed first are two methods for the specialized case of matching the auto (power) spectrum, the skewness, and kurtosis using generalized shot noise and using polynomial functions. It is then shown that the skewness and kurtosis can also be controlled by the phase of a complex frequency domain description of the random process. The general case of matching a target probability density function using a zero memory nonlinear (ZMNL) function is then covered. Next methods for generating vectors of random variables with a specified covariance matrix for a class of spherically invariant random vectors (SIRV) are discussed. Finally the general case of matching the cross-spectral density matrix of a vector of inputs with non-Gaussian marginal distributions is presented.},
doi = {10.1155/1997/713593},
journal = {Shock and Vibration},
number = 5-6,
volume = 4,
place = {Egypt},
year = {1997},
month = {1}
}

Journal Article:
Free Publicly Available Full Text
Publisher's Version of Record
DOI: 10.1155/1997/713593

Citation Metrics:
Cited by: 13 works
Citation information provided by
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