Reduction of random variables in the Stochastic Harmonic Function representation via spectrum-relative dependent random frequencies



Chen, Jianbing, Comerford, Liam, Peng, Yongbo, Beer, Michael ORCID: 0000-0002-0611-0345 and Li, Jie
(2020) Reduction of random variables in the Stochastic Harmonic Function representation via spectrum-relative dependent random frequencies. MECHANICAL SYSTEMS AND SIGNAL PROCESSING, 141. p. 106718.

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Abstract

Two significant developments pertaining to the application of the Stochastic Harmonic Function representation of stochastic processes are presented. Together, they allow for Gaussian records to be simulated within the bounds of the representation with the fewest number of random variables. Specifically, independent random frequencies that form a staple component of the Stochastic Harmonic Function are replaced by dependent random frequencies, along with a specific scheme for choosing frequency interval widths. Numerical examples demonstrating spectrum reconstruction accuracy and estimated PDF convergence to the Gaussian are presented to support the work.

Item Type: Article
Uncontrolled Keywords: Stochastic Harmonic Function, Stochastic process, Power spectrum, System response spectrum, Random frequencies
Depositing User: Symplectic Admin
Date Deposited: 02 Mar 2020 11:07
Last Modified: 18 Jan 2023 23:59
DOI: 10.1016/j.ymssp.2020.106718
Related URLs:
URI: https://livrepository.liverpool.ac.uk/id/eprint/3077109