The stochastic Precise Integration method for random analysis of nonlinear systems

DOI

10.2991/icmra-15.2015.13How to use a DOI?

Keywords

stochastic process; nonlinear system; Precise Integration Method; White noise; Random excitation

Abstract

Based on deterministic Precise Integration formulation, a stochastic Precise Integration algorithm is proposed and developed in this paper for the random analysis of nonlinear systems. The recurrence relations are derived to calculate the covariance matrix response of linear and nonlinear systems subjected to stationary and non-stationary random disturbance, respectively. Numerical simulations are carried out to demonstrate the accuracy and effectiveness of the method.

Copyright

© 2015, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Xiaoke Gao
AU  - Zhiyin Zeng
AU  - Pengke Liu
AU  - Xiaojun Shao
PY  - 2015/04
DA  - 2015/04
TI  - The stochastic Precise Integration method for random analysis of nonlinear systems
BT  - Proceedings of the 3rd International Conference on Mechatronics, Robotics and Automation
PB  - Atlantis Press
SP  - 63
EP  - 66
SN  - 2352-538X
UR  - https://doi.org/10.2991/icmra-15.2015.13
DO  - 10.2991/icmra-15.2015.13
ID  - Gao2015/04
ER  -