ENVELOPE CORRELATION-FUNCTION OF THE NARROW-BAND NON-GAUSSIAN PROCESS

被引:2
|
作者
LYANDRES, VZ
SHAHAF, M
机构
[1] Department of Electrical and Computer Engineering, Ben-Gurion University of the Negev, 84105 Beer-Sheva
关键词
D O I
10.1016/0020-7462(95)00002-6
中图分类号
O3 [力学];
学科分类号
08 ; 0801 ;
摘要
The stationary response of oscillators possessing linear damping and non-linear stiffness to the white Gaussian noise excitation is considered. The original stochastic differential equation (SDE) is used to establish relations between the system parameters and the envelope correlation function. The approximation approach is based on the moment approximation and replacement of the envelope generating SDE by the new one with analytical solution of the corresponding Fokker-Planck equation. The usefulness of the method is illustrated by application to the randomly driven Duffing oscillator.
引用
收藏
页码:359 / 369
页数:11
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