Simulating a Gaussian random process by conditional PDF

Abstract

Purpose

One of the biggest problems in an R&D process is the acquisition of information about the structure dynamic loads, which are needed to reliably prove the structure's durability. This paper aims to present an innovative method for simulating stationary Gaussian random processes, which is based on the conditional probability density function (PDF) approach.

Design/methodology/approach

The basic information on the structure dynamic loads is first obtained by short‐duration measurements on prototypes or the structure itself. These data are then used to simulate the expected structure load states during operations. A theoretical background is presented first, which is followed by the application of the method.

Findings

The results show that the spectral characteristics of the original and simulated Gaussian random processes are very similar, if the influential range of the conditional PDF is properly chosen.

Practical implications

The method can be applied for simulating random loads of structures, and excitations of dynamic systems, for example.

Originality/value

The innovative simulation approach could be helpful to engineers in the early phases of the new product development process.

Citation

Klemenc, J. and Fajdiga, M. (2011), "Simulating a Gaussian random process by conditional PDF", Engineering Computations, Vol. 28 No. 5, pp. 540-556. https://doi.org/10.1108/02644401111141000