کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
805422 905140 2007 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A generalized shaping filter method for higher order statistics
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مهندسی مکانیک
پیش نمایش صفحه اول مقاله
A generalized shaping filter method for higher order statistics
چکیده انگلیسی

The shaping filter method has been a valuable tool for computing the stochastic response of linear dynamical systems to Gaussian stochastic inputs that are not delta-correlated. A straightforward extension of this method to the non-Gaussian case involves determining shaping filters that “match” higher order cumulant functions of the stochastic noise input. However it is easy to find simple examples of input signals for which this will not work because their cumulant functions cannot be realized as cumulant functions of the output of a linear system with delta-correlated input. This paper proposes an alternative shaping filter and it shows that it is applicable to an entire class of input signals for which the original shaping filter method fails.A further extension of the shaping filter method is suggested, that involves the introduction of the concept of generalized moments that includes as particular cases both the moments and the cumulants.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Probabilistic Engineering Mechanics - Volume 22, Issue 4, October 2007, Pages 313–319
نویسندگان
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