Details

Autor(en) / Beteiligte

• Hu, RC
• Gu, XD

Titel

Stationary response of nonlinear Markovian jump system under wide-band random excitation

Ist Teil von

• Journal of low frequency noise, vibration, and active control, 2019-12, Vol.38 (3-4), p.1234-1245

Ort / Verlag

London, England: SAGE Publications

Erscheinungsjahr

2019

Quelle

EZB Electronic Journals Library

Beschreibungen/Notizen

• An approximate procedure for predicting the stationary response of a stochastically excited nonlinear Markovian jump system under wide-band random excitation is proposed. Firstly, a weighted-average system in probability can be established to approximate the original one. Then by using the stochastic averaging method, the weighted-average system was reduced to the one described by a one-dimensional averaged Itô equations. The approximate stationary probability densities of the original system are obtained for different jump rules by solving the associated Fokker–Plank–Kolmogorov equation. Finally, an example of Markovian jump Duffing system excited by wide-band random excitation to illustrate the proposed method in detail and the effectiveness of the proposed method is verified via comparing the analytical results with those from Monte Carlo simulation.