Fatigue damage assessment for a spectral model of non-Gaussian random loads
Sofia Åberg, Krzysztof Podgórski and Igor Rychlik
Centre for Mathematical Sciences
Mathematical Statistics
Lund Institute of Technology,
Lund University,
2008
ISSN 1403-9338
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Abstract:
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In this paper a new model for random loads -- the Laplace driven moving average
-- is presented. The model is second order, non-Gaussian, and strictly
stationary. It shares with its Gaussian counterpart the ability to model
any spectrum but has additional flexibility to model the skewness and kurtosis
of the marginal distribution. Unlike most other non-Gaussian models proposed
in the literature, such as the transformed Gaussian or Volterra series models,
the new model is no longer derivable from Gaussian processes. In the paper
a summary of the properties of the new model is given and its upcrossing
intensities are evaluated. Then it is used to estimate fatigue damage both
from simulations and in the terms of an upper bound that is of a particular
use for narrowband spectra.
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Key words:
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fatigue damage, Lapalce distribution, spectral density, Rice´s formula,
moving average, non-Gaussian process
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