Original title: System response with random imperfections in coefficients on the space of realizations
Authors: Náprstek, Jiří ; Fischer, Cyril
Document type: Papers
Conference/Event: Conference with international participation Computational mechanics 2019, Srní (CZ), 20191104
Year: 2019
Language: eng
Abstract: The contribution is concerned with the analysis of the simultaneous effect of a random perturbation and a white noise in the coefficient of the system. The excitation of the system of the 1-st order is described by the sum of a deterministic signal and an additive white noise which is partly correlated with the parametric noise. The random perturbation in the parameter is considered as a statistics in a set of realizations. It reveals that the density of probability of perturbations must be limited in the phase space, otherwise the system would lose the stochastic stability in probability. The width of the permissible zone depends heavily on the intensity of the parametric noise, the extent of correlation with the additive excitation noise and the type of probability density. The general explanation is demonstrated on cases of normal, uniform and truncated normal densities of probability.
Keywords: filtration; noisy signal; random imperfections
Project no.: GA19-21817S (CEP)
Funding provider: GA ČR
Host item entry: Proceedings of Computational mechanics 2019, ISBN 978-80-261-0889-4

Institution: Institute of Theoretical and Applied Mechanics AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: http://hdl.handle.net/11104/0301126

Permalink: http://www.nusl.cz/ntk/nusl-407898


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