ARMA systems in wind engineering

The time domain solution of the equations of motion of structures subjected to a stochastic wind field is often obtained by a step-by-step integration approach. The loading is described by simulated time histories of the aerodynamic force. Recently, autoregressive and moving average (ARMA) recursive models have been utilized to simulate the time series of wind loads. Based on the system dynamic characteristics, the time-integration schemes require that the time increment should not exceed a prescribed value. This study focuses on the development of procedures to simulate realizations of wind loading with small time increments which are required by the time-integration schemes. An ARMA algorithm based on a three-stage-matching method and a scheme which combines ARMA and digital interpolation filters are presented to efficiently simulate realizations of wind loads at the prescribed time increments.