✦ LIBER ✦

Equivalent linearization for Poisson white noise input

✍ Scribed by Mircea Grigoriu

Publisher: Elsevier Science
Year: 1995
Tongue: English
Weight: 533 KB
Volume: 10
Category: Article
ISSN: 0266-8920
DOI: 10.1016/0266-8920(94)00007-8

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Equivalent linearization for systems dri

Equivalent linearization for systems driven by Lévy white noise

✍ M. Grigoriu 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 139 KB

The equivalent linearization method is extended to the case of nonlinear systems driven by Le ´vy white noise. The classical objective function used for the determination of the equivalent linear system cannot be applied because the Le ´vy process generating the Le ´vy white noise has no variance an

Linear and nonlinear systems with non-Ga

Linear and nonlinear systems with non-Gaussian white noise input

✍ Mircea Grigoriu 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 719 KB

Lyapunov exponents for nonlinear systems

Lyapunov exponents for nonlinear systems with Poisson white noise

✍ Mircea Grigoriu 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 308 KB

Instrumental variable method for systems

Instrumental variable method for systems with filtered white noise input

✍ Fryderyk Z. Unton 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 244 KB

Mean square response of a duffing oscill

Mean square response of a duffing oscillator to a modulated white noise excitation by the generalized method of equivalent linearization

✍ G. Ahmadi 📂 Article 📅 1980 🏛 Elsevier Science 🌐 English ⚖ 509 KB

The Itô and Stratonovich integrals for s

The Itô and Stratonovich integrals for stochastic differential equations with poisson white noise

✍ Mircea Grigoriu 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 808 KB

The relationship between the It6 and the Stratonovich integrals used for solving stochastic differential equations with Gaussian white noise is well known. However, this relationship seems to be less clear when dealing with stochastic differential equations driven by Poisson white noise. It is shown