Journal of Applied Mechanics · 1980 · 63 citations · 0 references
Nonlinear System IdentificationEngineeringEquivalent Linear SystemStochastic SystemStochastic CalculusAsymmetric M.d.o.fStochastic Dynamical SystemSystems EngineeringAsymmetric Nonlinear SystemsLinear SystemNonlinear SystemsStochastic ControlStochastic LinearizationSignal ProcessingStochastic Differential Equation
A formulation of the method of stochastic linearization so that it is applicable for symmetric or asymmetric nonlinear systems is presented. Formulas for the generation of the equivalent linear system are given. The solution procedure for determining nonstationary or stationary system response statistics is outlined.