TY - GEN
TI - Random response of a dynamic system under polynomial of a white noise
T3 - International colloquium DYMAMESI 2020
AU - Náprstek, Jiří
AB - Many types of external additive random excitation of dynamic systems admit to be modelled as a combination of powers of a Gaussian noise. Such a type of excitation produces a non-Gaussian response even if the dynamic system is linear and the excitation is additive only. Although the excitation as a whole is non-Gaussian, the problem can be transformed into the form of a linear system with an additive and multiplicative white noise excitation which _nally produces a non-Gaussian response. The general method of transformation, the respective FPK equation, basic stochastic moments of the response, and a demonstrative example are discussed.
SN - 978-80-87012-73-4
UR - http://hdl.handle.net/11104/0307275
UR - http://www.nusl.cz/ntk/nusl-410819
A2 - Fischer, Cyril
LA - eng
KW - Kronecker algebra
KW - nonlinear filtering
KW - non-Gaussian excitation
PY - 2020
PB - Ústav teoretické a aplikované mechaniky, Prosecká 76, 190 00 Praha 9, http://www.itam.cas.cz/
ER -