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Random Response of a System Due to Periodic Excitation with Gaussian and Non‐Gaussian Disturbances
Author(s) -
Sniady P.,
Sieniawska R.,
Sukowski S.
Publication year - 2001
Publication title -
zamm ‐ journal of applied mathematics and mechanics / zeitschrift für angewandte mathematik und mechanik
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 51
eISSN - 1521-4001
pISSN - 0044-2267
DOI - 10.1002/zamm.20010811598
Subject(s) - white noise , additive white gaussian noise , gaussian , gaussian noise , poisson distribution , probabilistic logic , gaussian random field , mathematics , statistical physics , gaussian process , excitation , noise (video) , random vibration , compound poisson process , stochastic process , mathematical analysis , shot noise , poisson process , physics , vibration , statistics , computer science , acoustics , quantum mechanics , algorithm , optics , artificial intelligence , image (mathematics) , detector
The vibrations of a linear system due to periodic excitation with some Gaussian and non‐Gaussian disturbances are studied. The disturbances are modelled by the white noise and by compound Poisson stochastic processes. The Ito formula for the white noise process and the general Ito formula for the compound Poisson process are applied to get the equations for calculating the probabilistic moments of the system response.