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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