Search results for "White Noise"
showing 10 items of 132 documents
A Simple Noise Model with Memory for Biological Systems
2005
A noise source model, consisting of a pulse sequence at random times with memory, is presented. By varying the memory we can obtain variable randomness of the stochastic process. The delay time between pulses, i. e. the noise memory, produces different kinds of correlated noise ranging from white noise, without delay, to quasi-periodical process, with delay close to the average period of the pulses. The spectral density is calculated. This type of noise could be useful to describe physical and biological systems where some delay is present. In particular it could be useful in population dynamics. A simple dynamical model for epidemiological infection with this noise source is presented. We …
Role of the colored noise in a FitzHugh-Nagumo system driven by a periodic signal
2007
During these last years the interest in neuronal dynamics increased. The study of this kind of system has been carried out by using the FitzHugh-Nagumo (FHN) model that is a simplified modification of the Hodgkin-Huxley model. Many interesting phenomena can be observed in the presence of fluctuations: modification of detection threshold by manipulation of noisy parameters (FHN model), noise-induced activation and coeherence resonance for suitable noise amplitude (absence of periodic signal), resonant activation for high periodic signals and noise reduction, intrinsic stochastic resonance (ISR) in Hodgkin-Huxley neuron and the enhancement of a weak signal by tuning the subthreshold intrinsic…
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…
Hochschild Cohomology Theories in White Noise Analysis
2008
We show that the continuous Hochschild cohomology and the differential Hochschild cohomology of the Hida test algebra endowed with the normalized Wick product are the same.
LabVIEW modeling and simulation, of the digital filters
2015
In order to study digital filters using virtual instrumentation a simulation program specifically designed for this purpose has been developed. To implement this program means to use the following facilities: studying digital Butterworth filters, Cebyshev, Bessel and Median and change their parameters: bandwidth, order, rank and slope; possibility of changing the input parameters: amplitude, offset and frequency; overlay over the input signal, to one of the types of noise such as white noise, Gaussian white noise and Poisson noise; choosing a type of digital filters: low pass, high pass, band-pass and band stop; waveforms graphical representation of the input and output signals; graphical r…
On the convergent parts of high order spectral moments of stationary structural responses
1986
The paper deals with the evaluation of the convergent parts of the high spectral moments of linear systems subjected to stationary random input. An adequate physical meaning of these quantities in both the time and frequency domains is presented. Recurrence formulas to obtain the high convergent cross spectral moments of any order are given in the case of white noise input.
Time delay induced effects on control of linear systems under random excitation
2001
Recursive formulas in terms of statistics of the response of linear systems with time delay under normal white noise input are developed. Two alternative methods are presented, in order to capture the time delay effects. The first is given in an approximate solution obtained by expanding the control force in a Taylor series. The second, available for the stationary solution (if it exists) gets the variance of the controlled system, with time delay in an analytical form. The efficacy loss in terms of statistics of the response is discussed in detail.
Statistical correlation of fractional oscillator response by complex spectral moments and state variable expansion
2016
Abstract The statistical characterization of the oscillator response with non-integer order damping under Gaussian noise represents an important challenge in the modern stochastic mechanics. In fact, this kind of problem appears in several issues of different type (wave propagation in viscoelastic media, Brownian motion, fluid dynamics, RLC circuit, etc.). The aim of this paper is to provide a stochastic characterization of the stationary response of linear fractional oscillator forced by normal white noise. In particular, this paper shows a new method to obtain the correlation function by exact complex spectral moments. These complex quantities contain all the information to describe the r…
Statistics of nonlinear stochastic dynamical systems under Lévy noises by a convolution quadrature approach
2010
This paper describes a novel numerical approach to find the statistics of the non-stationary response of scalar non-linear systems excited by L\'evy white noises. The proposed numerical procedure relies on the introduction of an integral transform of Wiener-Hopf type into the equation governing the characteristic function. Once this equation is rewritten as partial integro-differential equation, it is then solved by applying the method of convolution quadrature originally proposed by Lubich, here extended to deal with this particular integral transform. The proposed approach is relevant for two reasons: 1) Statistics of systems with several different drift terms can be handled in an efficie…