Analysis of Nonlinear Systems with Stochastic Input and Stochastic Parameters

✍ Scribed by Y.H. Ku; T.S. Lin

• Publisher: Elsevier Science
• Year: 1971
• Tongue: English
• Weight: 1014 KB
• Volume: 292
• Category: Article
• ISSN: 0016-0032
• DOI: 10.1016/0016-0032(71)90060-3

✦ Synopsis

This paper gives an extension of the Volterra-functional method to the analysis of nonlinear systems with both stochastic iqut and stochastic parameters. In Section II, $rst-order linear systems with stochastic input and stochastic parameter are analyzed. Certain desnitions and symbolic relations are established. A special example in which the stochastic input and the stochastic parameter are closely related is given in Appendix I. Section III deals with the analysis of @s&order nonlinear systems with both stochastic input and stochastic parameter, by means of the Volterra-functional method. A simpler analysis by extension of the Transform-ensemble method is given in Appendix II. Section IV presents the detailed analysis of nonlinear stochastic systems with four illustrative examples. The analysis can be extended to a class of nonlinear stochastic systems with higher-order linear plants with constant or time-varying parameters.