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Higher order statistics of the response of linear systems excited by polynomials of filtered Poisson pulses

โœ Scribed by M. Di Paola; G. Falsone

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
241 KB
Volume
14
Category
Article
ISSN
0266-8920

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โœฆ Synopsis

The higher order statistics of the response of linear systems excited by polynomials of ยฎltered Poisson pulses are evaluated by means of knowledge of the ยฎrst order statistics and without any further integration. This is made possible by a coordinate transformation which replaces the original system by a quasi-linear one with parametric Poisson delta-correlated input; and, for these systems, a simple relationship between ยฎrst order and higher order statistics is found in which the transition matrix of the dynamical new system, incremented by the correction terms necessary to apply the Ito รƒ calculus, appears.

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โœ J.B. Roberts ๐Ÿ“‚ Article ๐Ÿ“… 1973 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 459 KB

An approximation to the first-order probability density function of the amplitude response of a linear system to random pulse excitation is obtained, by using a saddle point technique. It is shown that inthe case of a simple oscillator excitedby random impulses, this approximation yields estimates w