Fatigue damage assessment for a spectral model of non-Gaussian random loads
Preprint, 2008

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 terms of an upper bound that is of particular use for narrowband spectra.

Rice's formula

spectral density

non-Gaussian process

Laplace distribution

moving average

fatigue damage


Sofia Åberg

University of Gothenburg

Chalmers, Mathematical Sciences, Mathematical Statistics

Krzysztof Podgórski

Igor Rychlik

Chalmers, Mathematical Sciences, Mathematical Statistics

University of Gothenburg

Subject Categories

Probability Theory and Statistics

Preprint - Department of Mathematical Sciences, Chalmers University of Technology and Göteborg University: 2008:14

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