A new model for non-Gaussian random excitations

Abstract

Very often one is called upon to model time series data which are clearly non-Gaussian, but which retain some aspects of a Gaussian process. In the present paper, a novel methodology which helps in modelling such data is presented. The method is essentially to express the process as a series with finite number of terms, wherein the first term is a Gaussian process with zero mean and unit standard deviation. Non-Gaussian higher order correction terms are added to this such that each succeeding term is orthogonal or uncorrelated with all the previous terms. The unknown coefficients in the series representation can be expressed in terms of the estimated moments of the data. Further the autocorrelation or PSD of the data can be exactly reproduced by the non-Gaussian model. The use of the proposed model is illustrated by considering the unevenness data of railway tracks. Application to response of systems under non-Gaussian excitation is also briefly discussed.