Journal
PROBABILISTIC ENGINEERING MECHANICS
Volume 19, Issue 3, Pages 197-203Publisher
ELSEVIER SCI LTD
DOI: 10.1016/j.probengmech.2004.02.002
Keywords
random processes; stochastic differential equations; probability density; spectral density
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Random processes of bounded variation are generated by using of randomized sinusoidal model and nonlinear filter model. In the randomized sinusoidal model, random noises ar\e introduced in phase angles; while in the nonlinear filter model, a set of nonlinear It (o) over cap differential equations are employed. In both methods, the spectral density of a modeled random process can be matched by adjusting model parameters. However, the probability density of the process generated by the randomized sinusoidal model has a fixed shape, and cannot be adjusted. On the other hand, the nonlinear filter model covers a variety of profiles of probability distributions. (C) 2004 Elsevier Ltd. All rights reserved.
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