Response of Linear Systems to Polynomials of Gaussian Processes

DOI10.1115/1.3173740zbMath0672.93067OpenAlexW2033698505MaRDI QIDQ3826457

S. T. Ariaratnam, Mircea D. Grigoriu

Publication date: 1988

Published in: Journal of Applied Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1115/1.3173740

zbMATH Keywords

\textit{Gauss}-\textit{Markov} processes\textit{Itô}'s calculus\textit{Ornstein}-\textit{Uhlenbeck} process

Mathematics Subject Classification ID

Gaussian processes (60G15) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (5)

On Optimal Linear Regulator with Polynomial Process of External Excitations ⋮ Nonlinear Response to Polynomial of Filtered Gaussian Process ⋮ Probability density function of MDOF structural systems under non-normal delta-correlated inputs ⋮ A method for analysis of linear dynamic systems driven by stationary non-Gaussian noise with applications to turbulence-induced random vibration ⋮ Linear random vibration by stochastic reduced-order models

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