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Probabilistic Engineering Mechanics

Volumn 24, Issue 4, 2009, Pages 537-544

Importance sampling for stochastic systems under stationary noise having a specified power spectrum

(2) Ogawa, Jun a Tanaka, Hiroaki a

a KYOTO UNIVERSITY (Japan)

Author keywords

Colored noise; Importance sampling method; Power spectrum; Random differential equation

Indexed keywords

COLORED NOISE; EXTENDED VERSIONS; IMPORTANCE SAMPLING; IMPORTANCE SAMPLING METHOD; IMPORTANCE SAMPLING SIMULATION; NUMERICAL EXAMPLE; ORNSTEIN-UHLENBECK PROCESS; PROBABILITY MEASURES; RANDOM DIFFERENTIAL EQUATION; RANDOM DIFFERENTIAL EQUATIONS; RANDOM NOISE; STATIONARY BEHAVIOR; STATIONARY NOISE; STOCHASTIC RESPONSE; SYSTEM FAILURES; TIME-DEPENDENT; TRANSFORMATION BASED; WIENER PROCESS;

DIFFERENTIAL EQUATIONS; MULTIUSER DETECTION; POWER SPECTRUM; RANDOM PROCESSES; SPECTRUM ANALYSIS; STOCHASTIC CONTROL SYSTEMS; SYSTEMS ENGINEERING; WHITE NOISE;

STOCHASTIC SYSTEMS;

EID: 67349130264 PISSN: 02668920 EISSN: None Source Type: Journal
DOI: 10.1016/j.probengmech.2009.03.004 Document Type: Article

Times cited : (12)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.