Probability density assessment of a linear system due to polynomial of the normal noise
Abstract eng: Many types of external additive random excitation of dynamic systems admit to be modelled as a combination of powers of Gaussian noise. Such type of excitation produces a non-Gaussian response even if the dynamic system is linear and excitation additive only. Although the excitation as a whole is non-Gaussian, the problem can be transformed into the form of linear system with additive and multiplicative white noise excitation producing finally a non-Gaussian response. The general method of transformation, respective FPK equation, basic stochastic moments of the response and a demonstrative example are discussed.
Publisher:
Institute of Thermomechanics AS CR, v.v.i., Prague
Conference Title:
Conference Title:
Engineering Mechanics 2004
Conference Venue:
Svratka (CZ)
Conference Dates:
2004-05-10 / 2004-05-13
Rights:
Text je chráněný podle autorského zákona č. 121/2000 Sb.
Record appears in:
Record created 2014-11-14, last modified 2014-11-18