System response to partially known input

Journal of Sound and Vibration

Volumn 273, Issue 4-5, 2004, Pages 837-855

  Grigoriu, M ^a  

^a Cornell University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONAL COMPLEXITY; CORRELATION METHODS; DATA REDUCTION; MATHEMATICAL MODELS; NONLINEAR CONTROL SYSTEMS; PROBABILITY; PROBLEM SOLVING; RANDOM PROCESSES;

BAYESIAN METHOD; CORRELATION FUNCTIONS; NONLINEAR DYNAMIC SYSTEMS;

ENVIRONMENTAL ENGINEERING;

EID: 2542584586     PISSN: 0022460X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0022-460X(03)00645-X     Document Type: Article

References (9)

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2. M. Grigoriu, D. Veneziano, C.A. Cornell, Probabilistic modelling as decision making, Journal of the Engineering Mechanics Division, American Society of Civil Engineers 105 (EM4) (1979) 585-596.
3. M. Grigoriu, Stochastic Calculus. Applications in Science and Engineering, Birkhäuser, Boston, 2002.
4. P. Protter, Stochastic Integration and Differential Equations, Springer, New York, 1990.
5. S.I. Resnick, A Probability Path, Birkhäuser, Boston, 1998.
6. S.I. Resnick, Adventures in Stochastic Processes, Birkhäuser, Boston, 1992.
7. M. Grigoriu, Applied Non-Gaussian Processes: Examples, Theory, Simulation, Linear Random Vibration, and MATLAB Solutions, Prentice-Hall, Englewood Cliffs, NJ, 1995.
8. G.Q. Cai, Y.K. Lin, Generation of non-Gaussian stationary stochastic processes, Physical Review, E 54 (1) (1995) 299-303.
9. E. Wong, B. Hajek, Stochastic Processes in Engineering Systems, Springer, New York, 1985.