Linear Systems Excited by Polynomials of Filtered Poission Pulses
Keyword(s):
The stochastic differential equations for quasi-linear systems excited by parametric non-normal Poisson white noise are derived. Then it is shown that the class of memoryless transformation of filtered non-normal delta correlated process can be reduced, by means of some transformation, to quasi-linear systems. The latter, being excited by parametric excitations, are frst converted into ltoˆ stochastic differential equations, by adding the hierarchy of corrective terms which account for the nonnormality of the input, then by applying the Itoˆ differential rule, the moment equations have been derived. It is shown that the moment equations constitute a linear finite set of differential equation that can be exactly solved.
1996 ◽
Vol 198
(2)
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pp. 193-202
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1998 ◽
Vol 13
(3)
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pp. 175-182
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2004 ◽
Vol 37
(38)
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pp. 8913-8928
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2003 ◽
Vol 38
(4)
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pp. 557-564
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2013 ◽
Vol 14
(01)
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pp. 1350007
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2008 ◽
Vol 8
(7)
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pp. 1256-1261
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