Constantine W, Percival D B, Reinhall P G
Insightful Corporation, Suite 500, 1700 Westlake Avenue North, Seattle, Washington 98109-3044, USA.
Phys Rev E Stat Nonlin Soft Matter Phys. 2001 Sep;64(3 Pt 2):036301. doi: 10.1103/PhysRevE.64.036301. Epub 2001 Aug 14.
A fractionally differenced (FD) process is used to model aerothermal turbulence data, and the model parameters are estimated via wavelet techniques. Theory and results are presented for three estimators of the FD parameter: an "instantaneous" block-independent least squares estimator and block-dependent weighted least squares and maximum likelihood estimators. Confidence intervals are developed for the block-dependent estimators. We show that for a majority of the aerothermal turbulence data studied herein, there is a strong departure from the theoretical Kolmogorov turbulence over finite ranges of scale. A time-scale-dependent inertial range statistic is developed to quantify this departure.
采用分数差分(FD)过程对气动热湍流数据进行建模,并通过小波技术估计模型参数。给出了FD参数的三种估计器的理论和结果:一种“瞬时”块独立最小二乘估计器以及块相关加权最小二乘估计器和最大似然估计器。为块相关估计器建立了置信区间。我们表明,对于本文研究的大多数气动热湍流数据,在有限的尺度范围内与理论科尔莫戈罗夫湍流有很大偏差。开发了一种与时间尺度相关的惯性范围统计量来量化这种偏差。