The approximated variance of the output of nonlinear stochastic systems
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Autores: Nuria Ruiz Fuentes
, Juan Carlos Ruiz Molina , Mariano José Valderrama Bonnet
- Localización: VII Jornadas Zaragoza-Pau de Matemática Aplicada y estadística: Jaca (Huesca). 17-18 de septiembre de 2001 / coord. por Monique Madaune-Tort , 2003, ISBN 84-96214-04-4, págs. 507-513
- Idioma: inglés
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Resumen
The equivalent linearization technique is applied to approximate and analyze the input-output relationships of nonlinear stochastic systems in the frequency domain. When it is applied, the original coefficients of the system are approximated to give the structure of the equivalent system. These new coefficients depend on the variance of the output, our aim is to approximate it. The spectral representation of the involved processes allows us to express the variance of the output as the solution of an integral equation depending on itself. We apply the technique to combined Duffing-van der Pol systems and we deal with the use of numerical methods to accelerate the convergence of the iterative procedure used to approximate the variance. The procedure depends on the nature of the input, therefore the results are presented for several inputs.
