Abstract: For most practical purposes, the focus is often on obtaining statistical moments of the response of stochastically driven oscillators than on the determination of pathwise response histories. In ...

Abstract: In the present paper, a simple method is proposed for predicting the extreme response of uncertain structures subjected to stochastic excitation. Many of the currently used approaches to extreme response predictions are ...

Abstract: This paper proposes a derivative-free two-stage extended Kalman filter (2-EKF) especially suited for state and parameter identification of mechanical oscillators under Gaussian white noise. Two sources of modeling uncertainties ...