Search results for "Gaussian white noise"

Fractional visco-elastic systems under normal white noise

2011

In this paper an original method is presented to compute the stochastic response of singledegree- of-freedom structural systems with viscoelastic fractional damping. The key-idea stems from observing that, based on a few manipulations involving an appropriate change of variable and a discretization of the fractional derivative operator, the equation of motion can be reverted to a coupled linear system involving additional degrees of freedom, the number of which depends on the discretization adopted for the fractional derivative operator. The method applies for fractional damping of arbitrary order a (0 < α < 1). For most common input correlation functions, including a Gaussian white noise, …

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…

The Fractionally-damped Duffing Oscillator under Gaussian white noise

2012

Stochastic analysis of external and parametric dynamical systems under sub-Gaussian Levy white-noise

2008

In this study stochastic analysis of non-linear dynamical systems under α-stable, multiplicative white noise has been conducted. The analysis has dealt with a special class of α-stable stochastic processes namely sub-Gaussian white noises. In this setting the governing equation either of the probability density function or of the characteristic function of the dynamical response may be obtained considering the dynamical system forced by a Gaussian white noise with an uncertain factor with α/2- stable distribution. This consideration yields the probability density function or the characteristic function of the response by means of a simple integral involving the probability density function …