Two-sided bounds on the mean vector and covariance matrix in linear stochastically excited vibration systems with application of the differential calculus of norms
For a linear stochastic vibration model in state-space form, $ \dot{x}(t) = A x(t)+b(t), \, x(0)=x_0, $ with system matrix A and white noise excitation $ b(t) $, under certain conditions, the solution $ x(t) $ is a random vector that can be completely described by its mean vector, $ m_x(t):=m_{x(t)}...
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| Format: | Article |
| Language: | English |
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Taylor & Francis Group
2015-12-01
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| Series: | Cogent Mathematics |
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| Online Access: | http://dx.doi.org/10.1080/23311835.2015.1021603 |