EFFICIENT ITERATIVE ARMA APPROXIMATION OF MULTIVARIATE RANDOM PROCESSES FOR STRUCTURAL DYNAMICS APPLICATIONS
✍ Scribed by SPANOS, P. D.; ZELDIN, B. A.
- Publisher
- John Wiley and Sons
- Year
- 1996
- Tongue
- English
- Weight
- 585 KB
- Volume
- 25
- Category
- Article
- ISSN
- 0098-8847
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✦ Synopsis
An efficient Auto-Regressive Moving-Average (ARMA) approximation method is presented for simulating stationary random processes with specified (target) power spectra in conjunction with structural dynamics applications. It involves an iterative algorithm developed for minimizing a physically motivated 'energy' measure, in the frequency domain, of the ARMA approximation of an AR representation of the target spectrum. The iterative algorithm can be used to adjust, for better spectral matching, the parameters of an arbitrary ARMA approximation of the random process determined by any other method; this is accomplished without increasing the requisite order of the ARMA approximation. The efficiency of the proposed method is demonstrated by considering spectra which are commonly used in earthquake engineering and Ocean engineering.