Search results for " White noise"
showing 10 items of 30 documents
Inverse Mellin Transform to characterize the nonlinear system PDF response to Poisson white noise
2014
Path integral solution for nonlinear systems under parametric Poissonian white noise input
2016
Abstract In this paper the problem of the response evaluation in terms of probability density function of nonlinear systems under parametric Poisson white noise is addressed. Specifically, extension of the Path Integral method to this kind of systems is introduced. Such systems exhibit a jump at each impulse occurrence, whose value is obtained in closed form considering two general classes of nonlinear multiplicative functions. Relying on the obtained closed form relation liking the impulses amplitude distribution and the corresponding jump response of the system, the Path Integral method is extended to deal with systems driven by parametric Poissonian white noise. Several numerical applica…
A strategy for the identification of building structures under base excitations
2008
In this paper the evolution of a time domain dynamic identification technique based on a statistical moment approach is presented. This technique is usable in the case of structures under base random excitations in the linear state and in the non linear one. By applying Itoˆ stochastic calculus special algebraic equations can be obtained depending on the statistical moments of the response of the system to be identified. Such equations can be used for the dynamic identification of the mechanical parameters and of the input. The above equations, differently from many techniques in the literature, show the possibility to obtain the identification of the dissipation characteristics independent…
Dynamical identification of building structures: new strategies
2010
In this paper the evolution of a time domain dynamic identification technique based on a statistical moment approach is presented. This technique can be used in the case of structures under base random excitations in the linear state and in the non linear one. By applying stochastic calculus, special algebraic equations can be obtained depending on the statistical moments of the response of the system to be identified. Such equations can be used for the dynamic identification of the mechanical parameters and of the input. The above equations, differently from many techniques in the literature, show the possibility of obtaining the identification of the dissipation characteristics independen…
Probabilistic characterization of nonlinear systems under α-stable white noise via complex fractional moments
2015
Abstract The probability density function of the response of a nonlinear system under external α -stable Levy white noise is ruled by the so called Fractional Fokker–Planck equation. In such equation the diffusive term is the Riesz fractional derivative of the probability density function of the response. The paper deals with the solution of such equation by using the complex fractional moments. The analysis is performed in terms of probability density for a linear and a non-linear half oscillator forced by Levy white noise with different stability indexes α . Numerical results are reported for a wide range of non-linearity of the mechanical system and stability index of the Levy white nois…
A non-homogeneous Poisson based model for daily rainfall data
2007
In this paper we report some results of the application of a new stochastic model applied to rainfall daily data. The Poisson models, characterized only by the expected rate of events (impulse occurrences, that is the mean number of impulses per unit time) and the assigned probability distribution of the phenomenon magnitude, do not take into consideration the datum regarding the duration of the occurrences, that is fundamental from a hydrological point of view. In order to describe the phenomenon in a way more adherent to its physical nature, we propose a new model simple and manageable. This model takes into account another random variable, representing the duration of the rainfall due to…
Einstein-Smoluchowsky equation handled by complex fractional moments
2014
In this paper the response of a non linear half oscillator driven by α-stable white noise in terms of probability density function (PDF) is investigated. The evolution of the PDF of such a system is ruled by the so called Einstein-Smoluchowsky equation involving, in the diffusive term, the Riesz fractional derivative. The solution is obtained by the use of complex fractional moments of the PDF, calculated with the aid of Mellin transform operator. It is shown that solution can be found for various values of stability index α and for any nonlinear function of the drift term in the stochastic differential equation.
Noise estimation from digital step-model signal
2013
International audience; This paper addresses the noise estimation in the digital domain and proposes a noise estimator based on the step signal model. It is efficient for any distribution of noise because it does not rely only on the smallest amplitudes in the signal or image. The proposed approach uses polarized/directional derivatives and a nonlinear combination of these derivatives to estimate the noise distribution (e.g., Gaussian, Poisson, speckle, etc.). The moments of this measured distribution can be computed and are also calculated theoretically on the basis of noise distribution models. The 1D performances are detailed, and as our work is mostly dedicated to image processing, a 2D…