EQUIVALENT LINEARIZATION FOR POISSON WHITE-NOISE INPUT

Authors
Citation
M. Grigoriu, EQUIVALENT LINEARIZATION FOR POISSON WHITE-NOISE INPUT, Probalistic engineering mechanics, 10(1), 1995, pp. 45-51
Citations number
16
Categorie Soggetti
Engineering, Mechanical",Mechanics
ISSN journal
02668920
Volume
10
Issue
1
Year of publication
1995
Pages
45 - 51
Database
ISI
SICI code
0266-8920(1995)10:1<45:ELFPWI>2.0.ZU;2-F
Abstract
The equivalent linearization method developed for the analysis of nonl inear systems with Gaussian input is extended to the case of Poisson w hite noise input. The Poisson white noise process can be viewed as a s equence of independent identically distributed random pulses arriving at Poisson times. The analysis is based on the general theory of filte red Poisson processes and concepts of the equivalent linearization met hod. Two examples are presented to demonstrate and evaluate the genera lized equivalent linearization method.