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Nonlinear systems driven by polynomials of filtered Poisson processes

โœ Scribed by Federico Waisman; Mircea Grigoriu

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

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โœฆ Synopsis

The perturbation method is applied to determine approximately the mean, variance, skewness and kurtosis of the transient and stationary response of nonlinear systems driven by polynomials of ยฎltered Poisson processes. The analysis is based on the classical perturbation method, the Ito รƒ differentiation formula, and properties of the response of linear systems subjected to polynomials of ยฎltered Poisson processes. Two examples are presented to demostrate the efยฎciency and accuracy of this approximate analysis.

๐Ÿ“œ SIMILAR VOLUMES

Linear systems with polynomials of filte
Linear systems with polynomials of filtered Poisson processes
โœ Mircea Grigoriu; Federico Waisman ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 477 KB

Moment equations are calculated exactly for the response of linear systems subjected polynomials of filtered Poisson processes. The It6 formula for stochastic differential equations driven by Poisson white noise is applied to derive moment equations. It is shown that the set of moment equations is c

Higher order statistics of the response
Higher order statistics of the response of linear systems excited by polynomials of filtered Poisson pulses
โœ M. Di Paola; G. Falsone ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 241 KB

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