Response probability density of a system with cross-correlated parametric and additive input noises

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68378297%3A_____%2F19%3A00506099" target="_blank" >RIV/68378297:_____/19:00506099 - isvavai.cz</a>

Výsledek na webu

<a href="https://doi.org/10.24132/acm.2019.459" target="_blank" >https://doi.org/10.24132/acm.2019.459</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.24132/acm.2019.459" target="_blank" >10.24132/acm.2019.459</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Response probability density of a system with cross-correlated parametric and additive input noises

Popis výsledku v původním jazyce

Data processing and subsequent mining is a widely followed task. Employment of suitable evaluation and interpretation procedures can significantly improve the effective resolution of measuring facility using an identical hardware equipment. Recording of time variable processes is accompanied by various internal disturbing effects as a rule. They influence parameters of the measuring facility, transducer-device transmitting, etc. These parasitic processes are usually of the random character and, consequently, they exercise as parametric noises. Moreover, the input signal mostly consists of a useful signal, which can be taken for deterministic, and of a random additive part. Due to interaction of additive noises with the device itself, the cross-correlation of both additive and multiplicative noises cannot be neglected as a rule. Various combinations of noises are the origin of random and also systematic measuring errors which can have under certain circumstances a cumulative character. Their influence deteriorates the output signal quality and can lead finally to the stochastic stability loss. These effects can be theoretically described using differential systems with stochastic coefficients and a stochastic right hand side considering all input and output processes to be of the Markov type. A direct investigation of the relevant Fokker-Planck equation is employed as the main tool. Two first stochastic moments (mathematical mean value and variance) as evolutionary processes are investigated for a general deterministic useful signal and subsequently for two special cases of this one. Both types of input random noises are considered. Conditions of stochastic stability with respect to intensities of input random processes are formulated. The probability density function is deduced as well, in order to illustrate the probabilistic character of the system response as a whole. The stochastic asymmetry of the output signal is identified. Limitation procedures show a smooth transition from a general stochastic problem to deterministic noise free input signal and its processing.

Název v anglickém jazyce

Response probability density of a system with cross-correlated parametric and additive input noises

Popis výsledku anglicky

Data processing and subsequent mining is a widely followed task. Employment of suitable evaluation and interpretation procedures can significantly improve the effective resolution of measuring facility using an identical hardware equipment. Recording of time variable processes is accompanied by various internal disturbing effects as a rule. They influence parameters of the measuring facility, transducer-device transmitting, etc. These parasitic processes are usually of the random character and, consequently, they exercise as parametric noises. Moreover, the input signal mostly consists of a useful signal, which can be taken for deterministic, and of a random additive part. Due to interaction of additive noises with the device itself, the cross-correlation of both additive and multiplicative noises cannot be neglected as a rule. Various combinations of noises are the origin of random and also systematic measuring errors which can have under certain circumstances a cumulative character. Their influence deteriorates the output signal quality and can lead finally to the stochastic stability loss. These effects can be theoretically described using differential systems with stochastic coefficients and a stochastic right hand side considering all input and output processes to be of the Markov type. A direct investigation of the relevant Fokker-Planck equation is employed as the main tool. Two first stochastic moments (mathematical mean value and variance) as evolutionary processes are investigated for a general deterministic useful signal and subsequently for two special cases of this one. Both types of input random noises are considered. Conditions of stochastic stability with respect to intensities of input random processes are formulated. The probability density function is deduced as well, in order to illustrate the probabilistic character of the system response as a whole. The stochastic asymmetry of the output signal is identified. Limitation procedures show a smooth transition from a general stochastic problem to deterministic noise free input signal and its processing.

Druh

J_SC - Článek v periodiku v databázi SCOPUS

CEP obor

—

OECD FORD obor

20101 - Civil engineering

Projekt

<a href="/cs/project/GC17-26353J" target="_blank" >GC17-26353J: Teoretické prediktivní modely interakce proměnného a pohyblivého zatížení využitelné v monitoringu mostních konstrukcí</a><br>

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2019

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Applied and Computational Mechanics

ISSN

1802-680X

e-ISSN

—

Svazek periodika

13

Číslo periodika v rámci svazku

1

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

14

Strana od-do

39-52

Kód UT WoS článku

—

EID výsledku v databázi Scopus

2-s2.0-85070187727