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Simulating a Gaussian random process by conditional PDF

Jernej Klemenc (Faculty of Mechanical Engineering, University of Ljubljana, Ljubljana, Slovenia)
Matija Fajdiga (Faculty of Mechanical Engineering, University of Ljubljana, Ljubljana, Slovenia)

Engineering Computations

ISSN: 0264-4401

Article publication date: 19 July 2011




One of the biggest problems in an R&D process is the acquisition of information about the structure dynamic loads, which are needed to reliably prove the structure's durability. This paper aims to present an innovative method for simulating stationary Gaussian random processes, which is based on the conditional probability density function (PDF) approach.


The basic information on the structure dynamic loads is first obtained by short‐duration measurements on prototypes or the structure itself. These data are then used to simulate the expected structure load states during operations. A theoretical background is presented first, which is followed by the application of the method.


The results show that the spectral characteristics of the original and simulated Gaussian random processes are very similar, if the influential range of the conditional PDF is properly chosen.

Practical implications

The method can be applied for simulating random loads of structures, and excitations of dynamic systems, for example.


The innovative simulation approach could be helpful to engineers in the early phases of the new product development process.



Klemenc, J. and Fajdiga, M. (2011), "Simulating a Gaussian random process by conditional PDF", Engineering Computations, Vol. 28 No. 5, pp. 540-556.



Emerald Group Publishing Limited

Copyright © 2011, Emerald Group Publishing Limited

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