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    Response of Linear Systems to Polynomials of Gaussian Processes

    Source: Journal of Applied Mechanics:;1988:;volume( 055 ):;issue: 004::page 905
    Author:
    M. Grigoriu
    ,
    S. T. Ariaratnam
    DOI: 10.1115/1.3173740
    Publisher: The American Society of Mechanical Engineers (ASME)
    Abstract: Moments and mean crossing rates are determined for the response of linear systems subject to polynomial forms in Gauss-Markov processes. Differential equations describing the evolution in time of response moments are developed by the use of Itô’s calculus. Estimators are obtained for mean crossing rates based on higher order moments and approximations of the distribution of the response. The method is applied to the analysis of a simple oscillator subject to the square of an Ornstein-Uhlenbeck process.
    keyword(s): Linear systems , Polynomials , Harmonic oscillators , Differential equations AND Approximation ,
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      Response of Linear Systems to Polynomials of Gaussian Processes

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    contributor authorM. Grigoriu
    contributor authorS. T. Ariaratnam
    date accessioned2017-05-08T23:26:22Z
    date available2017-05-08T23:26:22Z
    date copyrightDecember, 1988
    date issued1988
    identifier issn0021-8936
    identifier otherJAMCAV-26299#905_1.pdf
    identifier urihttp://yetl.yabesh.ir/yetl/handle/yetl/103444
    description abstractMoments and mean crossing rates are determined for the response of linear systems subject to polynomial forms in Gauss-Markov processes. Differential equations describing the evolution in time of response moments are developed by the use of Itô’s calculus. Estimators are obtained for mean crossing rates based on higher order moments and approximations of the distribution of the response. The method is applied to the analysis of a simple oscillator subject to the square of an Ornstein-Uhlenbeck process.
    publisherThe American Society of Mechanical Engineers (ASME)
    titleResponse of Linear Systems to Polynomials of Gaussian Processes
    typeJournal Paper
    journal volume55
    journal issue4
    journal titleJournal of Applied Mechanics
    identifier doi10.1115/1.3173740
    journal fristpage905
    journal lastpage910
    identifier eissn1528-9036
    keywordsLinear systems
    keywordsPolynomials
    keywordsHarmonic oscillators
    keywordsDifferential equations AND Approximation
    treeJournal of Applied Mechanics:;1988:;volume( 055 ):;issue: 004
    contenttypeFulltext
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