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

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68378297%3A_____%2F21%3A00548924" target="_blank" >RIV/68378297:_____/21:00548924 - isvavai.cz</a>

Výsledek na webu

<a href="https://doi.org/10.24132/acm.2021.575" target="_blank" >https://doi.org/10.24132/acm.2021.575</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.24132/acm.2021.575" target="_blank" >10.24132/acm.2021.575</a>

Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

The 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.

Název v anglickém jazyce

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

Popis výsledku anglicky

The 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.

Druh

J_SC - Článek v periodiku v databázi SCOPUS

CEP obor

—

OECD FORD obor

20101 - Civil engineering

Projekt

<a href="/cs/project/GA19-21817S" target="_blank" >GA19-21817S: Neholonomní interakce a dynamická stabilita aeroelastických soustav</a><br>

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2021

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

15

Číslo periodika v rámci svazku

2

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

12

Strana od-do

1-12

Kód UT WoS článku

—

EID výsledku v databázi Scopus

2-s2.0-85119920291