Simulation of multivariate non-Gaussian fluctuating wind pressure based on AR and ARMA models
LI Jin-hua1 LI Chun-xiang2 JIANG Lei 2 DENG Ying 2
1. Department of Civil Engineering, East China Jiaotong University, Nanchang 330013, China;
2. Department of Civil Engineering, Shanghai University, Shanghai 200444, China
Based on the correlativity of multivariate non-Gaussian random processes, autoregressive (AR) and autoregressive moving average (ARMA) models proposed for simulating a univariate non-Gaussian stochastic process were extended to simulate multivariate non-Gaussian stochastic processes. Through using coefficients of AR and ARMA models to consider the correlativity of multivariate non-Gaussian processes, the simulation algorithm for multivariate non-Gaussian processes was established with AR and ARMA models. The numerical simulations for multivariate non-Gaussian fluctuating wind pressure indicated that the new simulation algorithm with AR and ARMA models can effectively simulate multivariate non-Gaussian random processes with low skewness, middle one, and high one, respectively.
李锦华1 李春祥2 邓莹2 蒋磊2. 基于AR和ARMA模型的多变量非高斯风压模拟[J]. 振动与冲击, 2017, 36(24): 103-107.
LI Jin-hua1 LI Chun-xiang2 JIANG Lei 2 DENG Ying 2. Simulation of multivariate non-Gaussian fluctuating wind pressure based on AR and ARMA models. JOURNAL OF VIBRATION AND SHOCK, 2017, 36(24): 103-107.
1. Seong, SH, Peterka, JA. Computer simulation of non-Gaussian multiple wind press time series. Journal of Wind Engineering and Industrial Aerodynamics, 1997, 72: 95-105.
2. Seong, SH, Peterka, JA. Digital generation of surface-pressure fluctuations with spiky features. Journal of Wind Engineering and Industrial Aerodynamics, 1998, 73(2): 181-192.
3. Suresh Kumar, K, Stathopoulos, T. Computer simulation of fluctuating wind pressures on low building roofs. Journal of Wind Engineering and Industrial Aerodynamics, 1997, 69-71: 485-495.
4. Gurley, K, Kareem, A. Analysis, interpretation, modeling and simulation of unsteady wind and pressure data. Journal of Wind Engineering and Industrial Aerodynamics, 1997, 69-71: 657-669.
5. Samaras, E, Shinozuka, M, Tsurui, A. ARMA representation of random process. Journal of Engineering Mechanics, ASCE, 1985, 111(3): 449-461.
6. 李春祥, 谈雅雅, 李锦华. 基于ARMA模型模拟高架桥的脉动风速时程. 振动与冲击, 2009, 28(6): 46-51.
Li Chun-Xiang, Tan, Ya-Ya, Li Jin-Hua. Simulation of fluctuating wind speed time series applied on overpass bridges with resorting to ARMA model. Journal of Vibration and Shock, 2009, 28(6): 46-51.
7. 李锦华, 李春祥. 土木工程随机风场数值模拟研究的进展. 振动与冲击, 2008, 27(9): 116-125.
Li Jin-Hua, Li Chun-Xiang. Development of Numerical Simulations for Stochastic wind Fields in Civil Engineering. Journal of Vibration and Shock, 2008, 27(9): 116-125.
8. Li Jinhua, Li Chunxiang. Simulation of non-Gaussian stochastic process with target power spectral density and lower-order moments. Journal of Engineering Mechanics，ASCE, 2012, 138(5): 391-404.
