Počet záznamů: 1  

Response probability density of a system with cross-correlated parametric and additive input noises

  1. 1.
    SYSNO ASEP0506099
    Druh ASEPJ - Článek v odborném periodiku
    Zařazení RIVJ - Článek v odborném periodiku
    Poddruh JČlánek ve SCOPUS
    NázevResponse probability density of a system with cross-correlated parametric and additive input noises
    Tvůrce(i) Náprstek, Jiří (UTAM-F) RID, ORCID, SAI
    Fischer, Cyril (UTAM-F) RID, SAI, ORCID
    Celkový počet autorů2
    Zdroj.dok.Applied and Computational Mechanics - ISSN 1802-680X
    Roč. 13, č. 1 (2019), s. 39-52
    Poč.str.14 s.
    Forma vydáníOnline - E
    Jazyk dok.eng - angličtina
    Země vyd.CZ - Česká republika
    Klíč. slovasignal reconstruction ; cross-correlated input processes ; Fokker-Planck equation ; stochastic moments ; asymmetry of the response probability density
    Vědní obor RIVJM - Inženýrské stavitelství
    Obor OECDCivil engineering
    CEPGC17-26353J GA ČR - Grantová agentura ČR
    Způsob publikováníOpen access
    Institucionální podporaUTAM-F - RVO:68378297
    EID SCOPUS85070187727
    DOI10.24132/acm.2019.459
    AnotaceData processing and subsequent mining is a widely followed task. Employment of suitable evaluation and interpretation procedures can significantly improve the effective resolution of measuring facility using an identical hardware equipment. Recording of time variable processes is accompanied by various internal disturbing effects as a rule. They influence parameters of the measuring facility, transducer-device transmitting, etc. These parasitic processes are usually of the random character and, consequently, they exercise as parametric noises. Moreover, the input signal mostly consists of a useful signal, which can be taken for deterministic, and of a random additive part. Due to interaction of additive noises with the device itself, the cross-correlation of both additive and multiplicative noises cannot be neglected as a rule. Various combinations of noises are the origin of random and also systematic measuring errors which can have under certain circumstances a cumulative character. Their influence deteriorates the output signal quality and can lead finally to the stochastic stability loss. These effects can be theoretically described using differential systems with stochastic coefficients and a stochastic right hand side considering all input and output processes to be of the Markov type. A direct investigation of the relevant Fokker-Planck equation is employed as the main tool. Two first stochastic moments (mathematical mean value and variance) as evolutionary processes are investigated for a general deterministic useful signal and subsequently for two special cases of this one. Both types of input random noises are considered. Conditions of stochastic stability with respect to intensities of input random processes are formulated. The probability density function is deduced as well, in order to illustrate the probabilistic character of the system response as a whole. The stochastic asymmetry of the output signal is identified. Limitation procedures show a smooth transition from a general stochastic problem to deterministic noise free input signal and its processing.
    PracovištěÚstav teoretické a aplikované mechaniky
    KontaktKulawiecová Kateřina, kulawiecova@itam.cas.cz, Tel.: 225 443 285
    Rok sběru2020
    Elektronická adresahttps://doi.org/10.24132/acm.2019.459
Počet záznamů: 1  

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