%0 Journal Article
	%A M. T. Sichani and  B. J. Pedersen and  S. R. K. Nielsen
	%D 2009
	%J International Journal of Civil and Environmental Engineering
	%B World Academy of Science, Engineering and Technology
	%I Open Science Index 34, 2009
	%T Stochastic Subspace Modelling of Turbulence
	%U https://publications.waset.org/pdf/15627
	%V 34
	%X Turbulence of the incoming wind field is of paramount
importance to the dynamic response of civil engineering structures. Hence reliable stochastic models of the turbulence should be available from which time series can be generated for dynamic response and
structural safety analysis. In the paper an empirical cross spectral
density function for the along-wind turbulence component over the wind field area is taken as the starting point. The spectrum is spatially
discretized in terms of a Hermitian cross-spectral density matrix for the turbulence state vector which turns out not to be positive
definite. Since the succeeding state space and ARMA modelling of
the turbulence rely on the positive definiteness of the cross-spectral
density matrix, the problem with the non-positive definiteness of such
matrices is at first addressed and suitable treatments regarding it are proposed. From the adjusted positive definite cross-spectral density
matrix a frequency response matrix is constructed which determines the turbulence vector as a linear filtration of Gaussian white noise.
Finally, an accurate state space modelling method is proposed which allows selection of an appropriate model order, and estimation of a state space model for the vector turbulence process incorporating its phase spectrum in one stage, and its results are compared with a conventional ARMA modelling method.
	%P 443 - 451