eng
Náprstek, Jiří
Fischer, Cyril
Random response of a dynamic system under polynomial of a white noise
non-Gaussian excitation
nonlinear filtering
Kronecker algebra
http://hdl.handle.net/11104/0307275
http://www.nusl.cz/ntk/nusl-410819
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.
2020