Stochastic differential calculus for wind-exposed structures with autoregressive continuous (ARC) filters

Journal of Wind Engineering and Industrial Aerodynamics

Volumn 96, Issue 12, 2008, Pages 2403-2417

  Di Paola, M ^a   Zingales, M ^a  

^a UNIVERSITY OF PALERMO   (Italy)

Author keywords

Autoregressive continuous (ARC) models; Fourier transform; Gaussian random processes; Quasi static theory; Stochastic differential calculus

Indexed keywords

DIFFERENCE EQUATIONS; DIFFERENTIAL EQUATIONS; GAUSSIAN NOISE (ELECTRONIC); MATHEMATICAL TECHNIQUES; MODEL STRUCTURES; MODELS; PROCESS ENGINEERING; RANDOM PROCESSES; REGRESSION ANALYSIS; STOCHASTIC MODELS; STOCHASTIC PROGRAMMING; TECHNOLOGY; TRELLIS CODES; WHITE NOISE;

AUTO-CORRELATION FUNCTION; AUTO-REGRESSIVE; AUTOREGRESSIVE CONTINUOUS (ARC) MODELS; AUTOREGRESSIVE MODEL; DIGITAL SIMULATIONS; DISCRETE-TIME; ENGINEERING ANALYSIS; ENGINEERING APPLICATIONS; FOURIER TRANSFORM; GAUSSIAN; GAUSSIAN PROCESSES; GAUSSIAN RANDOM PROCESSES; GAUSSIAN STATIONARY PROCESSES; GAUSSIAN WHITE-NOISE; NUMERICAL APPLICATIONS; QUASI-STATIC THEORY; STOCHASTIC DIFFERENTIAL CALCULUS; STOCHASTIC DIFFERENTIAL EQUATION; STRUCTURAL MODELING; WIND FLUCTUATIONS; WIND VELOCITIES;

DIFFERENTIATION (CALCULUS);

EID: 49749088723     PISSN: 01676105     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jweia.2008.04.003     Document Type: Article

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