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RESEARCH PRODUCT

Non Linear Systems Under Complex α-Stable Le´vy White Noise

M. Di PaolaMarcello Vasta

subject

symbols.namesakeNonlinear systemAdditive white Gaussian noiseControl theoryStochastic resonanceGaussian noiseMathematical analysissymbolsBrownian noiseImpulsive characterWhite noisePsychologyPoisson distribution

description

The problem of predicting the response of linear and nonlinear systems under Levy white noises is examined. A method of analysis is proposed based on the observation that these processes have impulsive character, so that the methods already used for Poisson white noise or normal white noise may be also recast for Levy white noises. Since both the input and output processes have no moments of order two and higher, the response is here evaluated in terms of characteristic function.Copyright © 2003 by ASME

https://doi.org/10.1115/imece2003-55469