System response with random imperfections in coefficients on the space of realizations

0510730 - ÚTAM 2020 RIV CZ eng C - Conference Paper (international conference)
Náprstek, Jiří - Fischer, Cyril
System response with random imperfections in coefficients on the space of realizations.
Proceedings of Computational mechanics 2019. Plzeň: University of West Bohemia, 2019 - (Adámek, V.; Jonášová, A.; Plánička, S.; Zajíček, M.), s. 138-141. ISBN 978-80-261-0889-4.
[Conference with international participation Computational mechanics 2019. Srní (CZ), 04.11.2019-06.11.2019]
R&D Projects: GA ČR(CZ) GA19-21817S
Institutional support: RVO:68378297
Keywords : noisy signal * filtration * random imperfections
OECD category: Civil engineering

The contribution is concerned with the analysis of the simultaneous effect of a random perturbation and a white noise in the coefficient of the system. The excitation of the system of the 1-st order is described by the sum of a deterministic signal and an additive white noise which is partly correlated with the parametric noise. The random perturbation in the parameter is considered as a statistics in a set of realizations. It reveals that the density of probability of perturbations must be limited in the phase space, otherwise the system would lose the stochastic stability in probability. The width of the permissible zone depends heavily on the intensity of the parametric noise, the extent of correlation with the additive excitation noise and the type of probability density. The general explanation is demonstrated on cases of normal, uniform and truncated normal densities of probability.
Permanent Link: http://hdl.handle.net/11104/0301126