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Rainflow Cycles for Switching Processes with Markov Structure

Published online by Cambridge University Press:  27 July 2009

Pär Johannesson
Pär Johannesson
Affiliation:
Department of Mathematical Statistics, Lund Institute of Technology at Lund University, P.O. Box 118, S-221 00 Lund, Sweden
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Abstract

The concept of rainflow cycles is often used in fatigue of materials for analyzing load processes. Methods are developed for computation of the rainflow matrix for a random load that is changing properties over time due to changes of the system dynamics; for example, for a random vehicle load it could reflect different driving conditions. The random load is modeled by a switching process with Markov regime; that is, the random load changes properties according to a hidden (not observed) Markov chain.

An algorithm is developed for a switching process where each part of the load is modeled by a Markov chain. As only the local extremes are of importance for rainflow analysis, another approach is to model the sequence of turning points by a Markov chain. The main result of this paper is an algorithm for computation of the rainflow matrix for a switching process where each part is described by a Markov chain of turning points. The algorithms are illustrated by numerical examples.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 12 , Issue 2 , April 1998 , pp. 143 - 175
Copyright
Copyright © Cambridge University Press 1998

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