RESPONSE OF LINEAR-SYSTEMS TO POLYNOMIALS OF GAUSSIAN-PROCESSES

被引：45

作者：

GRIGORIU, M

ARIARATNAM, ST

机构：

[1] CORNELL UNIV,DEPT STRUCT ENGN,ITHACA,NY 14853

[2] UNIV WATERLOO,FAC ENGN,DIV SOLID MECH,WATERLOO N2L 3G1,ONTARIO,CANADA

来源：

JOURNAL OF APPLIED MECHANICS-TRANSACTIONS OF THE ASME | 1988年 / 55卷 / 04期

关键词：

Electric Filters - Mathematical Techniques--Polynomials - Oscillators;

D O I：

10.1115/1.3173740

中图分类号：

O3 [力学];

学科分类号：

08 ; 0801 ;

摘要：

Moments and mean crossing rates are determined for the response of linear systems subject to polynomial forms in Gauss-Markov processes. Differential equations describing the evolution in time of response moments are developed by the use of Ito's calculus. Estimators are obtained for mean crossing rates based on higher order moments and approximations of the distribution of the response. The method is applied to the analysis of a simple oscillator subject to the square of an Ornstein-Uhlenbeck process.

引用

页码：905 / 910

页数：6

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