HIGHER-ORDER STATISTICS OF THE RESPONSE OF MDOF LINEAR-SYSTEMS EXCITED BY LINEARLY PARAMETRIC WHITE NOISES AND EXTERNAL EXCITATIONS

The aim of this paper is the evaluation of higher order statistics of the response of linear systems subjected to external excitations and t o linearly parametric white noise. The external excitations considered are deterministic or filtered white noise processes. The procedure im plies the knowledge of the transition matrix connected to the linear s ystem; this, however, has already been evaluated for obtaining the sta tistics at single times. The method, which avoids making further integ rations for the evaluation of the higher order statistics, is very adv antageous from a computational point of view. (C) 1997 Elsevier Scienc e Ltd.