零均值、窄带高斯过程的过阀特性

贺五洲; 苑明顺

零均值、窄带高斯过程的过阀特性

清华大学水利水电工程系, 北京100084

详细信息

作者简介:
贺五洲(1946- ),男,浙江人,教授.

中图分类号: O211.6
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- 被引次数: 0
出版历程
- 收稿日期: 1998-11-04
- 修回日期: 1999-11-08
- 刊出日期: 2001-06-15

Statistical Property of Threshold-Crossing for Zero-Mean-Valued, Narrow-Banded Gaussian Processes

Department of Hydraulic and Hydropower Engineering, Tsinghua University, Beijing 100084, P R China

摘要

摘要: 对工程实际中经常遇到的零均值、窄带高斯过程过阀问题的统计特性作了系统的讨论,包括过阀概率、过阀平均次数、平均过阀延续时间和平均过阀幅值。提出了一种新的数值方法来计算平均过阀延续时间,该方法简单明了、使用方便。定义了一种度量过阀严重程度的新指标,称为“过阀强度”,等于单位时间过阀平均次数、平均过阀延续时间和平均过阀幅值三项乘积与阀值之比。大量的随机过程和阀值的组合计算结果表明,过阀强度仅仅与过阀概率有关,而与阀值大小、随机过程的谱密度无关,该规律深入地揭示了过阀特性的内在联系。
- 随机过程 /
- 过阀问题 /
- 统计特性
Abstract: Based on a comprehensive discussion of the calculation method for the threshold crossing statistics of zero mean valued,narrow banded Gaussian processes of various practical engineering problems,including the threshold-crossing probability,average number of crossing events per unit time,mean threshold-crossing duration and amplitude,a new simple numerical procedure is proposed for the efficient evaluation of mean threshold-crossing duration.A new dimensionaless parameter, called the threshold-crossing intensity,is defined as a measure of the threshold-crossing severity, which is equal to the ratio of the product of average number of crossing events per unit time and mean threshold-crossing duration and amplitude over the threshold.It is found,by the calculation results for various combinations of stochastic processes and different thresholds,that the threshold-crossing intensity,irrelevant of the threshold and spectral density of the process,is dependent only on the threshold-crossing probability.
- stochastic process /
- threshold crossing /
- statistical property

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参考文献(2)

[1]	Price W G, Bishop R E D. Probabilistic Theory of Ship Dynamics[M]. London: Chapman and Hall,1974.
[2]	Tikhonov V I. The distribution of the duration of excursions of normal fluctuations[A]. In: Kuznetsov P I, Stratonovick R L, Tikhonov V I Eds. Non-Linear Transformations of Stochastic Processes[C]. Oxfrod: Pergamon,1965,354-367.