Skip to Main content Skip to Navigation
Conference papers

Nonparametric stochastic modeling of linear systems with prescribed variance of several natural frequencies

Abstract : A complete probabilistic model of random positive definite matrices is developed that incorporates constraints on the standard deviations of a set of its eigenvalues. The model is in particular applicable to the representation of the mass and stiffness matrices of random dynamic systems of which certain natural frequencies are observed. The model development is based on the maximization of the entropy under a set of constraints representing the prescribed eigenvalue standard deviations, the mean matrix being given, and the existence of the mean Frobenius norm of the inverse of the random matrix. The efficient simulation of samples of random matrices according to the proposed model is discussed in detail. Finally, examples of application validate the above concepts and demonstrate the usefulness of the proposed model.
Complete list of metadatas

Cited literature [9 references]  Display  Hide  Download

https://hal-upec-upem.archives-ouvertes.fr/hal-00689701
Contributor : Christian Soize <>
Submitted on : Thursday, April 19, 2012 - 6:58:18 PM
Last modification on : Wednesday, February 26, 2020 - 7:06:08 PM
Long-term archiving on: : Friday, July 20, 2012 - 2:59:00 AM

File

conference-2007-CSM5-Rhodes-mi...
Files produced by the author(s)

Identifiers

  • HAL Id : hal-00689701, version 1

Collections

Citation

M. P. Mignolet, Christian Soize. Nonparametric stochastic modeling of linear systems with prescribed variance of several natural frequencies. 5th Computational Stochastic Mechanics Conference (CSM), 2006, Jun 2006, Rhodes, Greece. pp.471-480. ⟨hal-00689701⟩

Share

Metrics

Record views

292

Files downloads

206