6533b7dcfe1ef96bd1271d53

RESEARCH PRODUCT

Response Correlations of Linear Systems with White Noise Linearly Parametric Inputs

M. Di PaolaGiovanni Falsone

subject

Linear systemApplied mathematicsWhite noiseStochastic integralParametric statisticsMathematics

description

Relationships between moments and correlations of the response of linear systems subjected to linearly parametric normal white noise inputs are here reported. They are obtained by extensively using the properties of the stochastic integral calculus.

https://doi.org/10.1007/978-94-009-0321-0_33