6533b7d0fe1ef96bd125a5c8
RESEARCH PRODUCT
Higher order statistics of the response of MDOF linear systems under polynomials of filtered normal white noises
M. Di PaolaGiovanni Falsonesubject
Mechanical EngineeringLinear systemStochastic matrixAerospace EngineeringOrder (ring theory)Ocean EngineeringStatistical and Nonlinear PhysicsHigher-order statisticsWhite noiseFilter (signal processing)Condensed Matter PhysicsNonlinear systemNuclear Energy and EngineeringControl theoryApplied mathematicsCivil and Structural EngineeringMathematicsParametric statisticsdescription
This paper exploits the work presented in the companion paper in order to evaluate the higher order statistics of the response of linear systems excited by polynomials of filtered normal processes. In fact, by means of a variable transformation, the original system is replaced by a linear one excited by external and linearly parametric white noise excitations. The transition matrix of the new enlarged system is obtained simply once the transition matrices of the original system and of the filter are evaluated. The method is then applied in order to evaluate the higher order statistics of the approximate response of nonlinear systems to which the pseudo-force method is applied.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 1997-07-01 | Probabilistic Engineering Mechanics |