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,

ISSN 1403-9338
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.
Key words:
fatigue damage, Lapalce distribution, spectral density, Rice´s formula, moving average, non-Gaussian process