LINEAR-SYSTEMS SUBJECT TO NON-GAUSSIAN ALPHA-STABLE PROCESSES

Authors
Citation
M. Grigoriu, LINEAR-SYSTEMS SUBJECT TO NON-GAUSSIAN ALPHA-STABLE PROCESSES, Probalistic engineering mechanics, 10(1), 1995, pp. 23-34
Citations number
15
Categorie Soggetti
Engineering, Mechanical",Mechanics
ISSN journal
02668920
Volume
10
Issue
1
Year of publication
1995
Pages
23 - 34
Database
ISI
SICI code
0266-8920(1995)10:1<23:LSTNAP>2.0.ZU;2-P
Abstract
Methods are developed for calculating characteristic functions and mea n up-crossing rates of the response of linear systems to alpha-stable input processes. The methods are based on the integral and series repr esentations of these processes. The integral representation resembles the spectral representation of wide-sense stationary processes. The al pha-stable processes are non-Gaussian and have no moments of order two and higher. Therefore, classical methods of linear random vibration f or calculating the mean and covariance functions of the response from the corresponding functions of the input do not apply. Applications ar e presented to illustrate the proposed methods of analysis.