6533b85afe1ef96bd12b8bab

RESEARCH PRODUCT

Higher order statistics of the response of MDOF linear systems excited by linearly parametric white noises and external excitations

M. Di PaolaGiovanni Falsone

subject

Mechanical EngineeringLinear systemStochastic matrixAerospace EngineeringOcean EngineeringStatistical and Nonlinear PhysicsHigher-order statisticsWhite noiseCondensed Matter PhysicsNuclear Energy and EngineeringControl theoryExcited statePoint (geometry)Statistical physicsCivil and Structural EngineeringMathematicsParametric statistics

description

The aim of this paper is the evaluation of higher order statistics of the response of linear systems subjected to external excitations and to linearly parametric white noise. The external excitations considered are deterministic or filtered white noise processes. The procedure implies the knowledge of the transition matrix connected to the linear system; this, however, has already been evaluated for obtaining the statistics at single times. The method, which avoids making further integrations for the evaluation of the higher order statistics, is very advantageous from a computational point of view.

http://hdl.handle.net/11570/1843664