6533b828fe1ef96bd1288e1f
RESEARCH PRODUCT
Extension of The Stochastic Differential Calculus To Complex Processes
S. CaddemiG. Muscolinosubject
Complex responseProcess (engineering)Multivariable calculusExcursionLinear systemMathematical analysisApplied mathematicsDifferential calculusWhite noiseMathematicsParametric statisticsdescription
In structural engineering complex processes arise to predict the first excursion failure, fatigue failure, etc. Indeed to solve these problems the envelope function, which is the modulus of a complex process, is usually introduced. In this paper the statistics of the complex response process related to the envelope statistics of linear systems subjected to parametric stationary normal white noise input are evaluated by using extensively the properties of stochastic differential calculus.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 1996-01-01 |