Proceedings of the 3rd International Conference on Mechatronics, Robotics and Automation

The stochastic Precise Integration method for random analysis of nonlinear systems

Authors
Xiaoke Gao, Zhiyin Zeng, Pengke Liu, Xiaojun Shao
Corresponding Author
Xiaoke Gao
Available Online April 2015.
DOI
https://doi.org/10.2991/icmra-15.2015.13How to use a DOI?
Keywords
stochastic process; nonlinear system; Precise Integration Method; White noise; Random excitation
Abstract
Based on deterministic Precise Integration formulation, a stochastic Precise Integration algorithm is proposed and developed in this paper for the random analysis of nonlinear systems. The recurrence relations are derived to calculate the covariance matrix response of linear and nonlinear systems subjected to stationary and non-stationary random disturbance, respectively. Numerical simulations are carried out to demonstrate the accuracy and effectiveness of the method.
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This is an open access article distributed under the CC BY-NC license.

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Proceedings
3rd International Conference on Mechatronics, Robotics and Automation
Part of series
Advances in Computer Science Research
Publication Date
April 2015
ISBN
978-94-62520-76-9
ISSN
2352-538X
DOI
https://doi.org/10.2991/icmra-15.2015.13How to use a DOI?
Open Access
This is an open access article distributed under the CC BY-NC license.

Cite this article

TY  - CONF
AU  - Xiaoke Gao
AU  - Zhiyin Zeng
AU  - Pengke Liu
AU  - Xiaojun Shao
PY  - 2015/04
DA  - 2015/04
TI  - The stochastic Precise Integration method for random analysis of nonlinear systems
BT  - 3rd International Conference on Mechatronics, Robotics and Automation
PB  - Atlantis Press
SP  - 63
EP  - 66
SN  - 2352-538X
UR  - https://doi.org/10.2991/icmra-15.2015.13
DO  - https://doi.org/10.2991/icmra-15.2015.13
ID  - Gao2015/04
ER  -