Cumulants of Stochastic Response for Linear Systems
Publication: Journal of Engineering Mechanics
Volume 112, Issue 10
Abstract
The magnitudes of response cumulants are investigated for linear systems excited by stochastic inputs. This extension of the classical study of mean and covariance (i.e., first and second cumulants), provides basic information regarding the non‐normality of a response process. The dependence of the response cumulants on the parameters of the linear system is emphasized, as are approximations and order‐of‐magnitude results which reveal the nature of this dependence without numerical computation of response values. New information is provided regarding the phenomenon of a linear system having a nearly normal response to a non‐normal excitation. Conditions are determined under which a complicated stochastic excitation may be adequately approximated by a process which is delta correlated and a numerical example is given to illustrate one particular situation. Conditions are also derived under which a stationary process may adequately approximate an excitation that is nonstationary.
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Information & Authors
Information
Published In
Journal of Engineering Mechanics
Volume 112 • Issue 10 • October 1986
Pages: 1062 - 1075
Copyright
Copyright © 1986 ASCE.
History
Published online: Oct 1, 1986
Published in print: Oct 1986
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