Envelope distribution approach for generation of narrowband non-Gaussian stochastic processes
An envelope distribution approach is developed for generation of narrowband non-Gaussian processes. The processes are prescribed by the probability density and the power spectrum. The proposed approach is based on the method of stochastic differential equation, in which the drift and diffusion coeff...
| Main Authors: | , |
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| Format: | Article |
| Language: | Japanese |
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The Japan Society of Mechanical Engineers
2014-04-01
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| Series: | Nihon Kikai Gakkai ronbunshu |
| Subjects: | |
| Online Access: | https://www.jstage.jst.go.jp/article/transjsme/80/812/80_2014dr0100/_pdf/-char/en |
| _version_ | 1798018148589371392 |
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| author | Takahiro TSUCHIDA Koji KIMURA |
| author_facet | Takahiro TSUCHIDA Koji KIMURA |
| author_sort | Takahiro TSUCHIDA |
| collection | DOAJ |
| description | An envelope distribution approach is developed for generation of narrowband non-Gaussian processes. The processes are prescribed by the probability density and the power spectrum. The proposed approach is based on the method of stochastic differential equation, in which the drift and diffusion coefficients are adjusted to match the given probability distribution and power spectral density. In order to construct the stochastic differential equation, a joint probability distribution which satisfies some conditions is needed. The probability distribution can be obtained from the envelope distribution corresponding to the target non-Gaussian distribution. The proposed approach is applicable to generation of narrowband processes with a variety of non-Gaussian probability densities. Examples are presented to illustrate the usefulness of the approach. |
| first_indexed | 2024-04-11T16:19:04Z |
| format | Article |
| id | doaj.art-cc3374b88c434c5f81b26615f1997fe6 |
| institution | Directory Open Access Journal |
| issn | 2187-9761 |
| language | Japanese |
| last_indexed | 2024-04-11T16:19:04Z |
| publishDate | 2014-04-01 |
| publisher | The Japan Society of Mechanical Engineers |
| record_format | Article |
| series | Nihon Kikai Gakkai ronbunshu |
| spelling | doaj.art-cc3374b88c434c5f81b26615f1997fe62022-12-22T04:14:26ZjpnThe Japan Society of Mechanical EngineersNihon Kikai Gakkai ronbunshu2187-97612014-04-0180812DR0100DR010010.1299/transjsme.2014dr0100transjsmeEnvelope distribution approach for generation of narrowband non-Gaussian stochastic processesTakahiro TSUCHIDA0Koji KIMURADepartment of Mechanical and Environmental Informatics, Tokyo Institute of TechnologyAn envelope distribution approach is developed for generation of narrowband non-Gaussian processes. The processes are prescribed by the probability density and the power spectrum. The proposed approach is based on the method of stochastic differential equation, in which the drift and diffusion coefficients are adjusted to match the given probability distribution and power spectral density. In order to construct the stochastic differential equation, a joint probability distribution which satisfies some conditions is needed. The probability distribution can be obtained from the envelope distribution corresponding to the target non-Gaussian distribution. The proposed approach is applicable to generation of narrowband processes with a variety of non-Gaussian probability densities. Examples are presented to illustrate the usefulness of the approach.https://www.jstage.jst.go.jp/article/transjsme/80/812/80_2014dr0100/_pdf/-char/ennon-gaussian processnarrowband power spectrumbandwidthdominant frequencyenvelope distributionsimulationrandom vibration |
| spellingShingle | Takahiro TSUCHIDA Koji KIMURA Envelope distribution approach for generation of narrowband non-Gaussian stochastic processes Nihon Kikai Gakkai ronbunshu non-gaussian process narrowband power spectrum bandwidth dominant frequency envelope distribution simulation random vibration |
| title | Envelope distribution approach for generation of narrowband non-Gaussian stochastic processes |
| title_full | Envelope distribution approach for generation of narrowband non-Gaussian stochastic processes |
| title_fullStr | Envelope distribution approach for generation of narrowband non-Gaussian stochastic processes |
| title_full_unstemmed | Envelope distribution approach for generation of narrowband non-Gaussian stochastic processes |
| title_short | Envelope distribution approach for generation of narrowband non-Gaussian stochastic processes |
| title_sort | envelope distribution approach for generation of narrowband non gaussian stochastic processes |
| topic | non-gaussian process narrowband power spectrum bandwidth dominant frequency envelope distribution simulation random vibration |
| url | https://www.jstage.jst.go.jp/article/transjsme/80/812/80_2014dr0100/_pdf/-char/en |
| work_keys_str_mv | AT takahirotsuchida envelopedistributionapproachforgenerationofnarrowbandnongaussianstochasticprocesses AT kojikimura envelopedistributionapproachforgenerationofnarrowbandnongaussianstochasticprocesses |