Synthesis of the general linear stationary stochastic process

1993 ◽  
Vol 140 (3) ◽  
pp. 187
Author(s):  
J.M. de Freitas ◽  
M.A. Player
Author(s):  
Seyed Saeed Ahmadisoleymani ◽  
Samy Missoum

Abstract Vehicle crash simulations are notoriously costly and noisy. When performing crashworthiness optimization, it is therefore important to include available information to quantify the noise in the optimization. For this purpose, a stochastic kriging can be used to account for the uncertainty due to the simulation noise. It is done through the addition of a non-stationary stochastic process to the deterministic kriging formulation. This stochastic kriging, which can also be used to include the effect of random non-controllable parameters, can then be used for surrogate-based optimization. In this work, a stochastic kriging-based optimization algorithm is proposed with an infill criterion referred to as the Augmented Expected Improvement, which, unlike its deterministic counterpart the Expect Improvement, accounts for the presence of irreducible aleatory variance due to noise. One of the key novelty of the proposed algorithm stems from the approximation of the aleatory variance and its update during the optimization. The proposed approach is applied to the optimization of two problems including an analytical function and a crashwor-thiness problem where the components of an occupant restraint system of a vehicle are optimized.


1973 ◽  
Vol 10 (04) ◽  
pp. 881-885 ◽  
Author(s):  
H. Tong

The first part of the paper gives a multitude of essentially different representations of a stationary stochastic process. The second part gives a sufficient condition for the sum of two oscillatory processes to be again oscillatory.


1986 ◽  
Vol 23 (A) ◽  
pp. 9-21
Author(s):  
Peter Bloomfield

A stationary stochastic process must satisfy various requirements to make it a realistic model for a phenomenon in the real world. Some of these requirements are quantitative, such as agreement of distribution or moments. Other, more qualitative requirements deal with the general behavior of the process. Two such requirements are non-singularity and asymptotic independence. Each will be discussed from a variety of points of view, and given precise definition in a succession of progressively stronger forms.


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