Engineering Mechanics

Proceedings Vol. 10 (2004)

ENGINEERING MECHANICS 2004

Copyright © 2004 Institute of Thermomechanics, Academy of Sciences of the Czech Republic, Prague

 

Náprstek J.
pages 207 - +10p., full text

Many types of external additive random excitation of dynamic systems admit to be modelled as a combination of powers of Gaussian noise. Such type of excitation produces a non-Gaussian response even if the dynamic system is linear and excitation additive only. Although the excitation as a whole is non-Gaussian, the problem can be transformed into the form of linear system with additive and multiplicative white noise excitation producing finally a non-Gaussian response. The general method of transformation, respective FPK equation, basic stochastic moments of the response and a demonstrative example are discussed.

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