LINEAR-SYSTEMS EXCITED BY POLYNOMIAL FORMS OF NON-GAUSSIAN FILTERED PROCESSES

A method for the evaluation of the statistical moments of linear one-d imensional or multi-dimensional systems subjected to non-Gaussian inpu t in polynomial forms of filtered normal or non-normal delta-correlate d processes is presented. The proposed procedure allows one to avoid t he solution of a set of non-linear differential equations, requiring t he solution of three sets of linear differential equations. The latter sets are: the equations governing the evolution of the moments of the response forced by input-output cross moments; the equations useful f or the evaluation of the input-output cross-moments and the equations governing the evolution of the statistical moments of the filtered inp ut.