Abstract
A new practical non-Gaussian linearization method is developed for the problem of the dynamic response of a stable nonlinear system under both stochastic parametric and external excitations. The non-Gaussian linearization system is derived through a non-Gaussian density that is constructed as the weighted sum of undetermined Gaussian densities. The undetermined Gaussian parameters are then derived through solving a set of nonlinear algebraic moment relations. The method is illustrated by a Duffing-type stochastic system with/without parametric noise excited term. The accuracy in predicting the stationary and nonstationary variances by the present approach is compared with some exact solutions and Monte Carlo simulations.
| Original language | English |
|---|---|
| Pages (from-to) | 20-26 |
| Number of pages | 7 |
| Journal | Journal of Dynamic Systems, Measurement and Control, Transactions of the ASME |
| Volume | 114 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 1992 Mar |
All Science Journal Classification (ASJC) codes
- Control and Systems Engineering
- Information Systems
- Instrumentation
- Mechanical Engineering
- Computer Science Applications