Local Gaussian modelling of stochastic dynamical systems in the analysis of non-linear random vibrations

1986 ◽  
Vol 23 (A) ◽  
pp. 241-255 ◽  
Author(s):  
Tohru Ozaki
Keyword(s):  
Time Series ◽  
Present Method ◽  
Linear Time ◽  
Time Series Models ◽  
Random Vibrations ◽  
Stochastic Dynamical Systems ◽  
Stochastic Dynamical System ◽  
Modelling Method ◽  
Non Linear ◽  
Dynamical System Models

Stochastic dynamical system models for non-linear random vibrations are considered and their discrete-time version, non-linear time series models are introduced using the local Gaussian modelling method. Some computational problems and implications of the present method in non-linear time series analysis are discussed.

Local Gaussian modelling of stochastic dynamical systems in the analysis of non-linear random vibrations

1986 ◽  
Vol 23 (A) ◽  
pp. 241-255 ◽  
Author(s):  
Tohru Ozaki
Keyword(s):  
Time Series ◽  
Present Method ◽  
Linear Time ◽  
Time Series Models ◽  
Random Vibrations ◽  
Stochastic Dynamical Systems ◽  
Stochastic Dynamical System ◽  
Modelling Method ◽  
Non Linear ◽  
Dynamical System Models

Stochastic dynamical system models for non-linear random vibrations are considered and their discrete-time version, non-linear time series models are introduced using the local Gaussian modelling method. Some computational problems and implications of the present method in non-linear time series analysis are discussed.

Non-linear time series models for non-linear random vibrations

1980 ◽  
Vol 17 (1) ◽  
pp. 84-93 ◽  
Author(s):  
T. Ozaki
Keyword(s):  
Time Series ◽  
Linear Time ◽  
Time Series Models ◽  
Random Vibrations ◽  
Duffing's Equation ◽  
Duffing’S Equation ◽  
Non Linear ◽  
Linear Vibrations ◽  
Typical Behaviour

Non-linear time series models for non-linear vibrations are presented. Some typical behaviour of non-linear vibrations generated from Duffing's equation or van der Pol's equation are explained through the models.

Non-linear time series models for non-linear random vibrations

1980 ◽  
Vol 17 (01) ◽  
pp. 84-93 ◽  
Author(s):  
T. Ozaki
Keyword(s):  
Time Series ◽  
Linear Time ◽  
Time Series Models ◽  
Random Vibrations ◽  
Duffing's Equation ◽  
Duffing’S Equation ◽  
Non Linear ◽  
Linear Vibrations ◽  
Typical Behaviour

Non-linear time series models for non-linear vibrations are presented. Some typical behaviour of non-linear vibrations generated from Duffing's equation or van der Pol's equation are explained through the models.

scholarly journals A new algorithm for latent state estimation in non-linear time series models

2008 ◽  
Vol 203 (1) ◽  
pp. 224-232 ◽  
Author(s):  
Paresh Date ◽  
Luka Jalen ◽  
Rogemar Mamon
Keyword(s):  
Time Series ◽  
State Estimation ◽  
Linear Time ◽  
Time Series Models ◽  
Non Linear
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