6533b823fe1ef96bd127e0da
RESEARCH PRODUCT
Higher order statistics of the response of linear systems excited by polynomials of filtered Poisson pulses
M. Di PaolaGiovanni Falsonesubject
Mechanical EngineeringOrder statisticCoordinate systemMathematical analysisLinear systemStochastic matrixAerospace EngineeringOcean EngineeringStatistical and Nonlinear PhysicsHigher-order statisticsCondensed Matter PhysicsPoisson distributionCombinatoricssymbols.namesakeNuclear Energy and EngineeringsymbolsRandom vibrationCivil and Structural EngineeringParametric statisticsMathematicsdescription
The higher order statistics of the response of linear systems excited by polynomials of filtered Poisson pulses are evaluated by means of knowledge of the first order statistics and without any further integration. This is made possible by a coordinate transformation which replaces the original system by a quasi-linear one with parametric Poisson delta-correlated input; and, for these systems, a simple relationship between first order and higher order statistics is found in which the transition matrix of the dynamical new system, incremented by the correction terms necessary to apply the Ito calculus, appears.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 1999-01-01 |