GENERALIZATION OF COLORING LINEAR TRANSFORMATION

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F18%3APU130577" target="_blank" >RIV/00216305:26110/18:PU130577 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.31490/tces-2018-0013" target="_blank" >http://dx.doi.org/10.31490/tces-2018-0013</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.31490/tces-2018-0013" target="_blank" >10.31490/tces-2018-0013</a>

Result language

angličtina

Original language name

GENERALIZATION OF COLORING LINEAR TRANSFORMATION

Original language description

The paper is focused on the technique of linear transformation between correlated and uncorrelated Gaussian random vectors, which is more or less commonly used in the reliability analysis of structures. These linear transformations are frequently needed to transform uncorrelated random vectors into correlated vectors with a prescribed covariance matrix (coloring transformation), and also to perform an inverse (whitening) transformation, i.e. to decorrelate a random vector with a non-identity covariance matrix. Two well-known linear transformation techniques, namely Cholesky decomposition and eigendecomposition (also known as principal component analysis, or the orthogonal transformation of a covariance matrix), are shown to be special cases of the generalized linear transformation presented in the paper. The proposed generalized linear transformation is able to rotate the transformation randomly, which may be desired in order to remove unwanted directional bias. The conclusions presented herein may be useful for structural reliability analysis with correlated random variables or random fields.

Czech name

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Czech description

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Type

J_ost - Miscellaneous article in a specialist periodical

CEP classification

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OECD FORD branch

20102 - Construction engineering, Municipal and structural engineering

Project

<a href="/en/project/LO1408" target="_blank" >LO1408: AdMaS UP – Advanced Building Materials, Structures and Technologies</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2018

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Transactions of the VŠB – Technical University of Ostrava, Civil Engineering Series

ISSN

1804-4824

e-ISSN

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Volume of the periodical

18

Issue of the periodical within the volume

2

Country of publishing house

CZ - CZECH REPUBLIC

Number of pages

5

Pages from-to

31-35

UT code for WoS article

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EID of the result in the Scopus database

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