Response of Linear Systems to Polynomials of Gaussian Processes

DOI10.1115/1.3173740MaRDI QIDQ3826457zbMATH OpenOpenAlexFDO

Authors 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)

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Cited in

(6)

• 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
• Nonlinear Response to Polynomial of Filtered Gaussian Process
• On Optimal Linear Regulator with Polynomial Process of External Excitations
• Crossings of second-order response processes subjected to LMA loadings

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