Moments of an uncertain linear oscillator: Errors due to time-discretized approximations to white-noise excitation (Q4032689)
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scientific article; zbMATH DE number 150042
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| English | Moments of an uncertain linear oscillator: Errors due to time-discretized approximations to white-noise excitation |
scientific article; zbMATH DE number 150042 |
Statements
Moments of an uncertain linear oscillator: Errors due to time-discretized approximations to white-noise excitation (English)
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1 April 1993
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random differential equation
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stochastic process
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white noise
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piecewise constant approximation
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mean
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variance
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covariance
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discrete impulse approximation
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0.7563481330871582
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0.7501313090324402
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0.7383082509040833
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