Original title: Random response of a dynamic system under polynomial of a white noise
Authors: Náprstek, Jiří ; Fischer, Cyril
Document type: Papers
Conference/Event: International colloquium DYMAMESI 2020, Praha (CZ), 20200303
Year: 2020
Language: eng
Abstract: 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.
Keywords: Kronecker algebra; non-Gaussian excitation; nonlinear filtering
Project no.: GA19-21817S (CEP)
Funding provider: GA ČR
Host item entry: The International Colloquium Dynymics of machines and mechanical systems with interactions DYMAMESI 2020. Proceedings, ISBN 978-80-87012-73-4

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/11104/0307275

Permalink: http://www.nusl.cz/ntk/nusl-410819


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Conference materials > Papers