非高斯随机过程模拟与预测的研究进展

摘要

非高斯随机现象普遍存在于工程、自然界和社会生活中.在非高斯随机激励下的系统响应研究中,获取具有目标特征的平稳非高斯乃至非平稳非高斯随机过程是首先要解决的关键问题之一.目前,非高斯随机过程的有效模拟与预测已受到学者的广泛关注.文章对国内外非高斯随机过程的模拟与预测进行了综述,分析非高斯随机过程模拟与预测研究存在的不足和部分难点,并对其不足和难点的解决进行展望.%The non-Gaussian random phenomena are widespread in the engineering, nature and social life. For the study of random responses of systems to non-Gaussian stochastic excitations, it is a key issue to generate stationary non-Gaussian or non-stationary non-Gaussian stochastic processes with target characteristics. At present, the simulation and prediction of non-Gaussian random processes have gotten the wide attention of scholars. This paper presents the advances in the simulation and prediction of non-Gaussian random processes. Some deficiencies and difficulties of the simulation and prediction are pointed out, and the future development trends are previewed.