CEE490b Mar.
11, 2002
9a. RESPONSE TO GUSTING WIND – Part 2
Distributed Random Loading Due to Wind
Multiple Discrete Loads
Consider a randomly varying quantity z(t) made up of
two components, x(t) and y(t),
z(t)=x(t)+y(t)
The autocorrelation function of the combined input,
R z (τ ) , is:
R z (τ ) =< z(t )z(t + τ ) >
=< [ x(t ) + y (t )][ x(t + τ ) + y (t + τ )] >
=< x (t )x (t + τ ) + x (t )y (t + τ ) + y (t )x (t + τ ) + y (t )y (t + τ ) >
Thus, R z (τ ) = R xx (τ ) + R xy (τ ) + R yx (τ ) + R yy (τ )
In which R xx (τ ) and R yy (τ ) are the autocorrelation functions of signals x and y and:
R xy (τ ) =< x (t )y (t + τ ) >
R yx (τ ) =< y (t )x (t + τ ) >
the cross-correlation or cross-covariance functions.
The correlation function of a combined signal is determined by the autocorrelations
of the components and by their cross-correlations. The cross-correlation will be zero
only if the components x(t) and y(t) are completely uncorrelated or unrelated.
When a signal consists of more components, so that:
z(t ) = x1 (t ) + x 2 (t ) + x 3 (t ) + ... + x n (t )
The autocorrelation R z (τ ) is:
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CEE490b Mar. 11, 2002
R z (τ ) = R11 (τ ) + R12 (τ ) + R13 (τ ) + ... + R1n (τ ) +
R 21 (τ ) + R 22 (τ ) + R 23 (τ ) + ... + R 2 n (τ ) +
R31 (τ ) + R 32 (τ ) + R13 (τ ) + ... + R1n (τ )
which can be written as a double sum: R z (τ ) = ∑∑ R rs (τ )
r s
or as a correlation matrix: [R z ] = R ij [ ]
R11 R12 L R1n
R R L R 2n
[R z ] = 21 22
M M O M
R n1 R n 2 L R nn
Properties of cross-correlations of stationary processes:
R xy ( −τ ) =< x(t )y (t − τ ) >=< y (t )x(t + τ ) >= R yx (τ )
R yx ( −τ ) =< y (t )x(t − τ ) >=< x(t )y (t + τ ) >= R xy (τ )
R xx ( −τ ) =< x(t )x(t − τ ) >=< x(t )x(t + τ ) >= R xx (τ )
There is no relation between R xy (τ ) and R xy ( −τ ) ; R xy (τ ) and R yx (τ ) are in general,
unrelated.
R xy (τ ) and R yx (τ ) do not necessarily have their maximum values at τ =0.
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CEE490b Mar. 11, 2002
The distance between two peaks determines the average time delay between two
processes, e.g. wind speed and wind pressure.
Covariance
2
When τ =0, R xy (0) =< x (t )y (t ) >= σ xy , which is
covariance. This is the measure of the extent to
which two random variables, x,y are correlated. In
2
they are completely independent, σ xy = 0 and also
R xy = R yx = 0 .
Correlation Coefficient
A dimensionless form of covariance
2
σ xy
R= ≤ 1 .0 ,
σ xσ y
2
or, when σ x = σ y = σ , R = σ xy /σ 2
When R = 1, the process is fully correlated and if R = 0 , the process is completely
uncorrelated.
The correlation length, L, can measure the span-wise correlation and is defined as:
∞
L
= ∫ R(θ )dθ in numbers of diameters, d.
d 0
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CEE490b Mar. 11, 2002
Further useful relationships are:
2
R xy (τ ) ≤ R x (0)R y (0)
R xy (τ ) ≤ 1
2
[R x (0 ) + R y ( 0 ) ]
The correlation function coefficient, (normalized cross-covariance or cross-
correlation function), is, with zero means,
R xy (τ ) R xy (τ )
ρ xy (τ ) = =
R x (0)R y (0) σ xσ y
The area beneath the curve is a measure of the time over which the processes are
correlated,
∞
T = ∫ ρ xy (τ )dτ and is called the time scale. In the case of wind , T is the time
0
scale of turbulence, determined from ρ xx , ρ yy respectively.
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CEE490b Mar. 11, 2002
A more complete picture of the process with respect to its frequency content can be
obtained from ”cross-correlations” and “cross-spectral densities”. In most cases, we
can describe the process in a simplified way through the spectral density and the
correlation coefficient, which can be replaced with the correlation length.
i.e. Local Spectra x Correlation Length
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