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Qualified Envelope Excursions Out of an Interval for Stationary Narrow-Band Gaussian Processes

✍ Scribed by O. Ditlevsen


Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
471 KB
Volume
173
Category
Article
ISSN
0022-460X

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✦ Synopsis


The study of the plastic displacements of the response of the bilinear elasto-plastic oscillator (EPO) excited by a stationary wide-band Gaussian process motivates the problem of determining the long run fractions of differently characterized qualified envelope excursions of a stationary Gaussian process above given thresholds. An extension of a previously published Slepian model approach gives answers that fit reasonably well with simulation results. A probabilistic argument provides an approximate bounding of the plastic displacement process of the bilinear EPO.