6533b7dbfe1ef96bd12708a8

RESEARCH PRODUCT

Non-Stationary Probabilistic Response of Linear Systems Under Non-Gaussian Input

Giuseppe MuscolinoM. Di Paola

subject

symbols.namesakeGaussianLinear systemsymbolsProbabilistic logicProcess (computing)Order (ring theory)Applied mathematicsExtension (predicate logic)Differential (infinitesimal)Poisson distributionMathematics

description

The probabilistic characterization of the response of linear systems subjected to non-normal input requires the evaluation of higher order moments than two. In order to obtain the equations governing these moments, in this paper the extension of the Ito’s differential rule for linear systems excited by non-normal delta correlated processes is presented. As an application the case of the delta correlated compound Poisson input process is treated.

yearjournalcountryeditionlanguage
1991-01-01
https://doi.org/10.1007/978-94-011-3692-1_25