Search results for "Multivariate stochastic analysis"
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Filter approach to the stochastic analysis of MDOF wind-excited structures
1999
Abstract In this paper, an approach useful for stochastic analysis of the Gaussian and non-Gaussian behavior of the response of multi-degree-of-freedom (MDOF) wind-excited structures is presented. This approach is based on a particular model of the multivariate stochastic wind field based upon a particular diagonalization of the power spectral density (PSD) matrix of the fluctuating part of wind velocity. This diagonalization is performed in the space of eigenvectors and eigenvalues that are called here wind-eigenvalues and wind-eigenvectors, respectively. From the examination of these quantities it can be recognized that the wind-eigenvectors change slowly with frequency while the first wi…