A prediction theory of random level distribution based on a generalized difference type of Fokker-Planck equation and its application to environmental noise and vibration, II: Experimental study

Abstract

In a companion paper [1], a procedure for solving the short time prediction problem in terms of the transition probability distribution has been theoretically derived, for discrete time-sampled data. Explicit algorithms for estimating the non-stationary moment statistics of arbitrary order also have been derived, based on a generalized difference equation of Fokker-Planck type for the conditional probability distributed function, which is central to the theory. In this paper, evidence for the validity and effectiveness of the proposed method is presented, as obtained not only by means of digital simulation but also by using road traffic noise data obtained experimentally in Hiroshima. For several non-stationary random processes simulated by means of random numbers, the theoretical and experimental conditional probability functions are compared. For non-stationary road traffic noise data the theoretically predicted and experimentally determined confidence intervals are compared; in these comparisons several types of conditional probability function and various values of weighting parameter are used in the algorithm. All of the theoretical results show good agreement with the experimental results.