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.

• Export as: BibTeX | MARC | MARCXML | DC | EndNote | NLM | RefWorks
• Add to your basket