Modeling and Approximations for Stochastic Systems with State-Dependent Singular Controls and Wide-Band Noise

2014 ◽  
Vol 52 (1) ◽  
pp. 311-338 ◽  
Author(s):  
Harold J. Kushner
Keyword(s):  
Stochastic Systems ◽  
Wide Band ◽  
Singular Controls ◽  
Band Noise ◽  
State Dependent ◽  
Wide Band Noise

Discrimination of different temporal envelope structures of diotic and dichotic target signals within diotic wide-band noise

2005 ◽  
pp. 397-403 ◽  
Author(s):  
Steven van de Par ◽  
Armin Kohlrausch ◽  
Jeroen Breebaart ◽  
Martin McKinney
Keyword(s):  
Wide Band ◽  
Temporal Envelope ◽  
Band Noise ◽  
Wide Band Noise

On linear filtering under dependent wide-band noise

Stochastics ◽  
1988 ◽  
Vol 23 (4) ◽  
pp. 413-437 ◽  
Author(s):  
A. E. Bashirov
Keyword(s):  
Wide Band ◽  
Linear Filtering ◽  
Band Noise ◽  
Wide Band Noise

Stochastic Averaging of Strongly Nonlinear Oscillators Under Combined Harmonic and Wide-Band Noise Excitations

2008 ◽  
Vol 130 (5) ◽  
Author(s):  
Y. J. Wu ◽  
W. Q. Zhu
Keyword(s):  
Probability Density ◽  
Wide Band ◽  
Nonlinear Oscillators ◽  
Stochastic Averaging ◽  
Random Excitation ◽  
Stationary Response ◽  
Strongly Nonlinear ◽  
Band Noise ◽  
Wide Band Noise ◽  
Strongly Nonlinear Oscillators

Physical and engineering systems are often subjected to combined harmonic and random excitations. The random excitation is often modeled as Gaussian white noise for mathematical tractability. However, in practice, the random excitation is nonwhite. This paper investigates the stationary response probability density of strongly nonlinear oscillators under combined harmonic and wide-band noise excitations. By using generalized harmonic functions, a new stochastic averaging procedure for estimating stationary response probability density of strongly nonlinear oscillators under combined harmonic and wide-band noise excitations is developed. The damping can be linear and (or) nonlinear and the excitations can be external and (or) parametric. After stochastic averaging, the system state is represented by two-dimensional time-homogeneous diffusive Markov processes. The method of reduced Fokker–Planck–Kolmogorov equation is used to investigate the stationary response of the vibration system. A nonlinearly damped Duffing oscillator is taken as an example to show the application and validity of the method. In the case of primary external resonance, based on the stationary joint probability density of amplitude and phase difference, the stochastic jump of the Duffing oscillator and P-bifurcation as the system parameters change are examined for the first time. The agreement between the analytical results and those from Monte Carlo simulation of original system shows that the proposed procedure works quite well.

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