• 제목/요약/키워드: white noise analysis

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WHITE NOISE APPROACH TO FLUCTUATIONS

  • Hida, Takeyuki
    • 대한수학회지
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    • 제35권3호
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    • pp.575-581
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    • 1998
  • We are interested in random phenomena that will vary as time goes by, being interfered with by fluctuation. These phenomena are often expressed as functionals of white noise. We therefore discuss the analysis of those functionals, where the white noise is understood as a system of idealized elementary random variables. The system is, in many cases, taken to be the innovation of the given random phenomena. The use of the innovation provides a powerful tool to investigate stochastic processes and random fields in line with white noise analysis.

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Operational modal analysis of structures by stochastic subspace identification with a delay index

  • Li, Dan;Ren, Wei-Xin;Hu, Yi-Ding;Yang, Dong
    • Structural Engineering and Mechanics
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    • 제59권1호
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    • pp.187-207
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    • 2016
  • Practical ambient excitations of engineering structures usually do not comply with the stationary-white-noise assumption in traditional operational modal analysis methods due to heavy traffic, wind guests, and other disturbances. In order to eliminate spurious modes induced by non-white noise inputs, the improved stochastic subspace identification based on a delay index is proposed in this paper for a representative kind of stationary non-white noise ambient excitations, which have nonzero autocorrelation values near the vertical axis. It relaxes the stationary-white-noise assumption of inputs by avoiding corresponding unqualified elements in the Hankel matrix. Details of the improved stochastic subspace identification algorithms and determination of the delay index are discussed. Numerical simulations on a four-story frame and laboratory vibration experiments on a simply supported beam have demonstrated the accuracy and reliability of the proposed method in eliminating spurious modes under non-white noise ambient excitations.

음향효과를 위한 White noise 의 마스킹(Masking)이 이완에 미치는 영향 관한 연구 (A Research on masking effect for mixing sound with white noise on human relaxation)

  • 김종화;황민철;우진철;김종서;최원민;윤중삼;황병철
    • 한국HCI학회:학술대회논문집
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    • 한국HCI학회 2009년도 학술대회
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    • pp.319-323
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    • 2009
  • White noise 가 혼합된 음향은 듣는 사람에게 감성 조절 효과에 대한 보고가 있다. 그러나 White noise 의 어떤 요소가 감성을 조절하는지는 명확하지 않다. 본 연구는 White noise 와 음향을 혼합할 때 마스킹(Masking) 정도에 따른 이완 감성 변화를 밝혀보고자 하였다. White noise 의 마스킹 효과를 다르게 한 2 곡의 음악을 제작하고, 20 대 남녀 40 명을 대상으로 음악을 들려주는 실험을 실시하였다. 음악 효과에 대한 반응인 자율신경계(PPG, GSR, SKT)와 중추신경계(8ch EEG)의 생리신호를 측정하고 음악을 듣기 전후의 주관적 응답을 수집하였다. 음악을 듣지 않았을 때, 원본 음향 들었을 때 그리고 White noise 혼합한 음향을 들었을 때의 반응에 대해 ANOVA(Analysis of Variance)를 실시하였다. 생리신호는 개인간 편차를 고려해 평준화(Normalization) 한 뒤 생리신호 변화 패턴에 따라 분석하였다. 결과적으로, 주관적 응답과 생리신호 모두 White noise 의 마스킹 효과를 작게한 음향에서 이완의 정도가 더 큰 것을 확인하였다. 따라서 White noise 와 원본 음향간에 마스킹 효과가 작은 음향일수록 White noise 의 혼합으로 인한 이완효과가 큰 것을 확인할 수 있었다.

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Stochastic analysis of external and parametric dynamical systems under sub-Gaussian Levy white-noise

  • Di Paola, Mario;Pirrotta, Antonina;Zingales, Massimiliano
    • Structural Engineering and Mechanics
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    • 제28권4호
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    • pp.373-386
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    • 2008
  • In this study stochastic analysis of non-linear dynamical systems under ${\alpha}$-stable, multiplicative white noise has been conducted. The analysis has dealt with a special class of ${\alpha}$-stable stochastic processes namely sub-Gaussian white noises. In this setting the governing equation either of the probability density function or of the characteristic function of the dynamical response may be obtained considering the dynamical system forced by a Gaussian white noise with an uncertain factor with ${\alpha}/2$- stable distribution. This consideration yields the probability density function or the characteristic function of the response by means of a simple integral involving the probability density function of the system under Gaussian white noise and the probability density function of the ${\alpha}/2$-stable random parameter. Some numerical applications have been reported assessing the reliability of the proposed formulation. Moreover a proper way to perform digital simulation of the sub-Gaussian ${\alpha}$-stable random process preventing dynamical systems from numerical overflows has been reported and discussed in detail.

FEYNMAN INTEGRALS IN WHITE NOISE ANALYSIS

  • KANG, SOON-JA
    • 호남수학학술지
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    • 제20권1호
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    • pp.97-109
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    • 1998
  • We first obtain the white noise calculus to the computation of Feynman integral for a generalized function, according to the definition of Feynman integrals by T. Hida and L. Streit. We next give the translation theorem for Feynman integral of a generalized function.

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WICK DERIVATIONS ON WHITE NOISE FUNCTIONALS

  • Chung, Dong-Myung;Chung, Tae-Su
    • 대한수학회지
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    • 제33권4호
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    • pp.993-1008
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    • 1996
  • The white noise analysis, initiated by Hida [3] in 1975, has been developed to an infinite dimensional distribution theory on Gaussian space $(E^*, \mu)$ as an infinite dimensional analogue of Schwartz distribution theory on Euclidean space with Legesgue measure. The mathematical framework of white noise analysis is the Gel'fand triple $(E) \subset (L^2) \subset (E)^*$ over $(E^*, \mu)$ where $\mu$ is the standard Gaussian measure associated with a Gel'fand triple $E \subset H \subset E^*$.

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백색소음이 대학생의 수면의 질, 우울 및 스트레스에 미치는 영향 (The Effects of White Noise on Sleep Quality, Depression and Stress in University Students)

  • 김근면;김은주
    • 가정간호학회지
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    • 제24권3호
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    • pp.316-324
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    • 2017
  • Purpose: This study was conducted to investigate the effect of white noise on sleep quality, depression, and stress in college students. Method: This study was designed a randomized controlled design to measure the effect of white noise on college students' sleep quality, depression, and stress. Data collection was conducted from May 15, 2017 to June 5, 2017. The subjects were randomly assigned to 27 college students and 28 control volunteers. Data analysis was done using SPSS 23.0 Windows program. Results: The experimental and control groups were homogeneous in general characteristics and study variables. The white noise group showed statistically significant effects on stress(t=-2.25, p=.015) and sleep quality(t=0.65, p<.001). Conclusion: This study confirms that white noise has a positive effect on stress and sleep of college students. Based on these results, it is expected that further research will be conducted on systematic and differentiated white noise mediation.

화이트 노이즈와 핑크 노이즈가 뇌 활성도에 미치는 영향 (The Effect of White Noise and Pink Noise on the Brain Activity)

  • 김병현;황민철
    • 한국콘텐츠학회논문지
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    • 제17권5호
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    • pp.491-498
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    • 2017
  • 본 연구는 화이트 노이즈와 핑크노이즈가 뇌에 미치는 영향을 증명하기 위해 확률 공명(stochastic resonance, SR) 현상으로 확인하고자 한다. 피실험자 20명(여 10, 평균나이 $23.3{\pm}2.14$)을 대상으로 각각 노이즈 청각 자극을 제시하고 뇌파를 측정했으며, 주파수 분석을 통해 뇌 활성도를 확인했다. 분석결과, 레퍼런스, 화이트 노이즈 보다 핑크 노이즈 자극 시 alpha, low beta 대역이 증가하고, high beta 대역이 감소했다. 또한 전두엽과 측두엽 지점에서 유의하게 증가했으며, 뇌 활성도가 우반구에서 유의하게 우세한 패턴을 확인했다. 이 결과는 노이즈의 새로운 긍정적인 활용성 모색과 청각영역에 관한 뇌신경과학분야의 기초 연구로써 활용 가능할 것으로 사료된다.

지진을 받는 현수교의 수직진동 (Vertical Seismic Vibration of Suspension Bridges)

  • 최지훈;이존자;김수보;이용재
    • 한국강구조학회 논문집
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    • 제12권5호통권48호
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    • pp.581-593
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    • 2000
  • 본 연구는 지진하중을 받는 현수교의 수직 동적 해석방법을 발전시켰다. 시간 영역해석, 불규칙 진동 해석 및 스펙트럼 해석의 이론을 체계적으로 정립하였다. 불규칙 진동 해석을 다시 수치적분을 이용하는 방법과 수학적 적분식 및 상관계수를 이용한 방법으로 나누고 각각은 다시 지진하중을 white noise로 가정한 경우와 filtered white noise로 가정한 경우에 대해 CQC 방법과 SRSS 방법을 사용하였다. 현수교의 모델링은 빔, 트러스 및 프레임요소를 사용하였고 케이블과 주탑은 사하중에 의한 기하학적 강성을 고려하였다.

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HEAT EQUATION IN WHITE NOISE ANALYSIS

  • KimLee, Jung-Soon
    • 대한수학회지
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    • 제33권3호
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    • pp.541-555
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    • 1996
  • The Fourier transform plays a central role in the theory of distribution on Euclidean spaces. Although Lebesgue measure does not exist in infinite dimensional spaces, the Fourier transform can be introduced in the space $(S)^*$ of generalized white noise functionals. This has been done in the series of paper by H.-H. Kuo [1, 2, 3], [4] and [5]. The Fourier transform $F$ has many properties similar to the finite dimensional case; e.g., the Fourier transform carries coordinate differentiation into multiplication and vice versa. It plays an essential role in the theory of differential equations in infinite dimensional spaces.

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