Calculation of Correlation Matrices for Linear Systems Subjected to Nonwhite Excitation

Abstract

This paper presents an approach which provides a particularly simple and direct way of determining the instantaneous correlation matrices for the stationary random response of multidegree-of-freedom linear systems subjected to excitations of nearly arbitrary spectral density. In the special case of white excitation, the instantaneous correlation matrices are determined directly from a set of linear algebraic equations. When the excitation is nonwhite, some integrals must be evaluated before solving a system of linear algebraic equations. However, the form of these integrals is considerably simpler than that encountered in other common approaches.