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contributor authorPol D. Spanos
contributor authorGiuseppe Failla
date accessioned2017-05-08T22:40:26Z
date available2017-05-08T22:40:26Z
date copyrightAugust 2004
date issued2004
identifier other%28asce%290733-9399%282004%29130%3A8%28952%29.pdf
identifier urihttp://yetl.yabesh.ir/yetl/handle/yetl/85965
description abstractA wavelets-based method is developed to estimate the evolutionary power spectral density (EPSD) of nonstationary stochastic processes. The method relies on the property that the continuous wavelet transform of a nonstationary process can be treated as a stochastic process with EPSD given in terms of the EPSD of the process in a closed form. This yields an equation in the frequency domain relating the instantaneous mean-square value of the wavelet transform to the EPSD of the process. A number of these equations are considered, each related to a certain scale of the wavelet transform, in conjunction with representing the target EPSD as a sum of time-independent shape functions modulated by time-dependent coefficients; the squared moduli of the Fourier transforms of the wavelets associated with the selected scales are taken as shape functions. This leads to a linear system of equations which is solved to determine the unknown time-dependent coefficients; the same system matrix applies for all time instances. Numerical examples demonstrate the accuracy and computational efficiency of the proposed method.
publisherAmerican Society of Civil Engineers
titleEvolutionary Spectra Estimation Using Wavelets
typeJournal Paper
journal volume130
journal issue8
journal titleJournal of Engineering Mechanics
identifier doi10.1061/(ASCE)0733-9399(2004)130:8(952)
treeJournal of Engineering Mechanics:;2004:;Volume ( 130 ):;issue: 008
contenttypeFulltext


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