Approximation model of piecewise stationary stochastic process autocorrelation function

2013 ◽  
Vol 32 (2) ◽  
pp. 589-591
Author(s):  
Hao CHENG ◽  
Guo-qing LIU ◽  
Xiao-gang CHENG
Author(s):  
Petr Zvyagin ◽  
Kirill Sazonov

Until recent times researchers who investigated ice loads stochastic processes usually stated the fact of normal distribution for them. In the paper the model of a stationary stochastic process with a lognormal distribution for ice loads is offered. This model relates to the strain gauge transducer ice loads measurements as well as to some examples considered in different papers that were published earlier. For this model dependencies of the autocorrelation function were found that allows to simulate the ice loads process relatively easily. The procedure of such a simulation is described in details and the example of the analysis and simulation ice loads measurements is provided.


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.


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