HIGHER-ORDER STATISTICS OF THE RESPONSE OF MDOF LINEAR-SYSTEMS UNDER POLYNOMIALS OF FILTERED NORMAL WHITE NOISES

This paper exploits the work presented in the companion paper in order to evaluate the higher order statistics of the response of linear sys tems excited by polynomials of filtered normal processes. In fact, by means of a variable transformation, the original system is replaced by a linear one excited by external and linearly parametric white noise excitations. The transition matrix of the new enlarged system is obtai ned simply once the transition matrices of the original system and of the filter are evaluated. The method is then applied in order to evalu ate the higher order statistics of the approximate response of nonline ar systems to which the pseudo-force method is applied. (C) 1997 Elsev ier Science Ltd.