Arma Monte Carlo Simulation in Probabilistic Structural Analysis

Pol D. Spanos · Marc P. Mignolet

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Probabilistic and Robust Engineering Design Seismic Performance and Analysis Structural Health Monitoring Techniques

Abstract

Autoregressive moving average (ARMA) systems for sysnthesizing realizations of stochastic processes are discussed in context with the technique of Monte Carlo simulation. Strictly autoregressive (AR) or strictly moving average (MA) systems are considered as special cases of the ARMA systems. Their applicability in wind, ocean, and earthquake engineering is briefly reviewed

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