Search results for "Poissonian white noise"

Non-linear systems under parametric white noise input: digital simulation and response

2005

Abstract Monte Carlo technique is constituted of three steps. Therefore, improving such technique in practice means, improving the procedure used in one of the three following steps: (i) sample paths of the stochastic input process, (ii) calculation of the outputs corresponding to the generated input samples by using methods of classical dynamics and (iii) estimating statistics of the output process from sample outputs related to the previous step. For linear and non-linear systems driven by parametric impulsive inputs such as normal or non-normal white noises, a general integration method requires a considerable reduction of the integration step when the impulse occurs, treating the impuls…