✦ LIBER ✦

The sensitivity analysis of stochastic non-linear dynamical systems

✍ Scribed by L. Socha

Publisher: Elsevier Science
Year: 1986
Tongue: English
Weight: 721 KB
Volume: 110
Category: Article
ISSN: 0022-460X
DOI: 10.1016/s0022-460x(86)80210-3

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✦ Synopsis

The concept of stochastic sensitivity in linear and a class of non-linear continuous stochastic dynamical systems is considered in this paper. New definitions of output sensitivity measures are introduced. Detailed applications for linear systems with stochastic coefficients under noise excitation and for a non-linear oscillator are analysed. The cases of white and coloured noise are considered. An example is given to illustrate the results obtained.

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