Search results

This paper aims to develop a method to improve the accuracy of tolerance analysis considering the spatial distribution characteristics of part surface morphology (SDCPSM) and local surface deformations (LSD) of planar mating surfaces during the assembly process.

First, this paper proposes a skin modeling method considering SDCPSM based on Non-Gaussian random field. Second, based on the skin model shapes, an improved boundary element method is adopted to solve LSD of nonideal planar mating surfaces, and the progressive contact method is adopted to obtain relative positioning deviation of mating surfaces. Finally, the case study is given to verify the proposed approach.

Through the case study, the results show that different SDCPSM have different influences on tolerance analysis, and LSD have nonnegligible and different influence on tolerance analysis considering different SDCPSM. In addition, the LSD have a greater influence on translational deviation along the z-axis than rotational deviation around the x- and y-axes.

The surface morphology with different spatial distribution characteristics leads to different contact behavior of planar mating surfaces, especially when considering the LSD of mating surfaces during the assembly process, which will have further influence on tolerance analysis. To address the above problem, this paper proposes a tolerance analysis method with skin modeling considering SDCPSM and LSD of mating surfaces, which can help to improve the accuracy of tolerance analysis.

Control charts and process capability calculations remain fundamental techniques for statistical process control. However, it has long been realized that the accuracy of these calculations can be significantly affected when sampling from a non‐Gaussian population. Many quality practitioners are conscious of these problems but are not aware of the effects such problems might have on the integrity of their results. Considers non‐normality with respect to the use of traditional control charts and process capability calculations, so that users may be aware of the errors that are involved when sampling from a non‐Gaussian population. Use is made of the Johnson system of distributions as a simulation technique to investigate the effects of non‐normality of control charts and process control calculations. An alternative technique is suggested for process capability calculations which alleviates the problems of non‐normality while retaining computational efficiency.

It is well known that the probability distribution of stock returns is non-Gaussian. The tails of the distribution are too “fat,” meaning that extreme price movements, such as stock market crashes, occur more often than predicted given a Gaussian model. Numerous studies have attempted to characterize and explain the fat-tailed property of returns. This is because understanding the probability of extreme price movements is important for risk management and option pricing. In spite of this work, there is still no accepted theoretical explanation. In this chapter, we use a large collection of data from three different stock markets to show that slow fluctuations in the volatility (i.e., the size of return increments), coupled with a Gaussian random process, produce the non-Gaussian and stable shape of the return distribution. Furthermore, because the statistical features of volatility are similar across stocks, we show that their return distributions collapse onto one universal curve. Volatility fluctuations influence the pricing of derivative instruments, and we discuss the implications of our findings for the pricing of options.

Purpose – The purpose of this chapter is to estimate non-Gaussian distributions by means of Johnson distributions. An empirical illustration on hedge fund returns is detailed.

Methodology/approach – To fit non-Gaussian distributions, the chapter introduces the family of Johnson distributions and its general extensions. We use both parametric and non-parametric approaches. In a first step, we analyze the serial correlation of our sample of hedge fund returns and unsmooth the series to correct the correlations. Then, we estimate the distribution by the standard Johnson system of laws. Finally, we search for a more general distribution of Johnson type, using a non-parametric approach.

Findings – We use data from the indexes Credit Suisse/Tremont Hedge Fund (CSFB/Tremont) provided by Credit Suisse. For the parametric approach, we find that the SU Johnson distribution is the most appropriate, except for the Managed Futures. For the non-parametric approach, we determine the best polynomial approximation of the function characterizing the transformation from the initial Gaussian law to the generalized Johnson distribution.

Originality/value of chapter – These findings are novel since we use an extension of the Johnson distributions to better fit non-Gaussian distributions, in particular in the case of hedge fund returns. We illustrate the power of this methodology that can be further developed in the multidimensional case.

We propose a generic algorithm for numerically accurate likelihood evaluation of a broad class of spatial models characterized by a high-dimensional latent Gaussian process and non-Gaussian response variables. The class of models under consideration includes specifications for discrete choices, event counts and limited-dependent variables (truncation, censoring, and sample selection) among others. Our algorithm relies upon a novel implementation of efficient importance sampling (EIS) specifically designed to exploit typical sparsity of high-dimensional spatial precision (or covariance) matrices. It is numerically very accurate and computationally feasible even for very high-dimensional latent processes. Thus, maximum likelihood (ML) estimation of high-dimensional non-Gaussian spatial models, hitherto considered to be computationally prohibitive, becomes feasible. We illustrate our approach with ML estimation of a spatial probit for US presidential voting decisions and spatial count data models (Poisson and Negbin) for firm location choices.

The contact and lubrication performances, which were previously estimated assuming a Gaussian surface, are insufficient due to the non-Gaussian surface characteristics of the honing liner. The purpose of this study is to analyze the liner honing surface and examine its effects on the contact and flow performance.

The fast Fourier transform (FFT) method was used to generate the liner honing texture. Subsequently, an elastoplastic contact model based on boundary element theory was constructed and simulated for the honing surface. The results were compared with those obtained using a Gaussian surface. In addition, flow factors of the honing surfaces were also compared.

The contact pressure and flow factors demonstrate significant disparities when dealing with non-Gaussian surfaces. In the deterministic model, the pressure exhibits considerably diminished magnitudes and a more evenly distribution. Moreover, when the gap between surfaces is narrow, the discrepancy in flow factor across different directions on the real honing surface becomes more prominent compared with the Gaussian surface.

The model incorporates the influence of the non-Gaussian honing surface, thereby enabling more accurate prediction.

The peer review history for this article is available at: https://publons.com/publon/10.1108/ILT-07-2023-0198/

A novel vision-based relative navigation system (VBRNS) plays an important role in aeronautics and astronautics fields, and the filter is the core of VBRNS. However, most of the existing filtering algorithms used in VBRNS are derived based on Gaussian assumption and disregard the non-Gaussianity of VBRNS. Therefore, a novel robust filtering named as cubature Huber-based filtering (CHF) is proposed and applied to VBRNS to improve the navigation accuracy in non-Gaussian noise case.

Under the Bayesian filter framework, the third-degree cubature rule is used to compute the cubature points which are propagated through state equation, and then the predicted mean and the associated covariance are taken. A combined minimum l₁ and l₂-norm estimation method referred as Huber’s criterion is used to design the measurement update. After that, the vision-based relative navigation model is presented and the CHF is used to integrate the line-of-sight measurements from vision camera with inertial measurement of the follower to estimate the precise relative position, velocity and attitude between two unmanned aerial vehicles. During the design of relative navigation filter, the quaternions are used to represent the attitude and the generalized Rodrigues parameters are used to represent the attitude error. The simulation is conducted to demonstrate the effectiveness of the algorithm.

By this means, the VBRNS could perform better than traditional VBRNS whose filter is designed by Gaussian filtering algorithms. And the simulation results demonstrate that the CHF could exhibit robustness when the system is non-Gaussian. Moreover, the CHF has more accurate estimation and faster rate of convergence than extended Kalman Filtering (EKF) in face of inaccurate initial conditions.

A novel robust nonlinear filtering algorithm named as CHF is proposed and applied to VBRNS based on cubature Kalman filtering (CKF) and Huber’s technique. The CHF could adapt to the non-Gaussian system effectively and perform better than traditional Gaussian filtering such as EKF.

The purpose of this paper is to propose a robust correntropy assisted blind channel estimator for multiple-input multiple-output orthogonal frequency-division multiplexing (MIMO-OFDM) for improved channel gains estimation and channel ordering and sign ambiguities resolution in non-Gaussian noise channel.

The correntropy independent component analysis with L₁-norm cost function is used for blind channel estimation. Then a correntropy-based method is formulated to resolve the sign and order ambiguities of the channel estimates.

Simulation study on Gaussian noise scenario shows that the proposed method achieves almost the same performance as the conventional L₂-norm based method. However, in non-Gaussian noise scenarios performance of the proposed method significantly outperforms the conventional and other popular estimators in terms of mean square error (MSE). To solve the ordering and sign ambiguities problems, an auto-correntropy-based method is proposed and compared with the extended cross-correlation-based method. Simulation study shows improved performance of the proposed method in terms of MSE.

This paper presents for the first time, a correntropy-based blind channel estimator for MIMO-OFDM as well as simulated comparison results with traditional correlation-based methods in non-Gaussian noise environment.

The purpose of this study is to research the influence of wire’s surface topography on interwire contact performance of simple spiral strand.

The mechanical model of the simple spiral strand imposed by a tensile load is first established, into which the surface topography, Poisson’s ratio effect and radial deformation are incorporated simultaneously. Meanwhile, the Gaussian and non-Gaussian rough surfaces of the steel wires are obtained with the fast Fourier transform (FFT) and digital filter technology. Then, the rough interwire contact performance of the simple spiral strand is calculated by using conjugate gradient method and FFT.

As compared with smooth wire surface, both the longitudinal orientation for the Gaussian wire surface and large kurtosis or small skewness for the non-Gaussian surface yield a small contact pressure and stress.

This study conducts detailed discussion of the influence of wire’s surface topography on the interwire contact performance for the simple spiral strand and gives a beneficial reference for the design and application of a wire rope.

This paper aims to present an approach for the probabilistic characterization of the response of linear structural systems subjected to random time-dependent non-Gaussian actions.

Its fundamental property is working directly on the probability density functions of the actions and responses. This avoids passing through the evaluation of the response statistical moments or cumulants, reducing the computational effort in a consistent measure.

It is an efficient method, for both its computational effort and its accuracy, above all when the input and output processes are strongly non-Gaussian.

This approach can be considered as a dynamic generalization of the probability transformation method recently used for static applications.