Random response of a simple system with stochastic uncertainty and noise in parameters

dc.contributor.authorNáprstek, Jiří
dc.contributor.authorFischer, Cyril
dc.date.accessioned2022-01-13T06:59:08Z
dc.date.available2022-01-13T06:59:08Z
dc.date.issued2021
dc.description.abstract-translatedThe paper is concerned with the analysis of the simultaneous effect of a random perturbation and white noise in the coefficient of the system on its response. The excitation of the system of the 1st order is described by the sum of a deterministic signal and additive white noise, which is partly correlated with a parametric noise. The random perturbation in the parameter is considered statistics in a set of realizations. It reveals that the probability density of these perturbations must be limited in the phase space, otherwise the system would lose the stochastic stability in probability, either immediately or after a certain time. The width of the permissible zone depends on the intensity of the parametric noise, the extent of correlation with the additive excitation noise, and the type of probability density. The general explanation is demonstrated on cases of normal, uniform, and truncated normal probability densities.en
dc.format12 s.cs
dc.format.mimetypeapplication/pdf
dc.identifier.citationApplied and Computational Mechanics. 2021, vol. 15, no. 2, p. 185-196.en
dc.identifier.doihttps://doi.org/10.24132/acm.2021.575
dc.identifier.issn1802-680X (Print)
dc.identifier.issn2336-1182 (Online)
dc.identifier.urihttp://hdl.handle.net/11025/46606
dc.language.isoenen
dc.publisherUniversity of West Bohemiaen
dc.rights© University of West Bohemiaen
dc.rights.accessopenAccessen
dc.subjectparametrické nedokonalostics
dc.subjectinterakce nedokonalostí se vstupními zvukycs
dc.subjectstochastická stabilitacs
dc.subject.translatedparametric imperfectionsen
dc.subject.translatedinteraction of imperfections with input noisesen
dc.subject.translatedstochastic stabilityen
dc.titleRandom response of a simple system with stochastic uncertainty and noise in parametersen
dc.typečlánekcs
dc.typearticleen
dc.type.statusPeer-revieweden
dc.type.versionpublishedVersionen

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