Skip to main content
Log in

On the dynamics of randomly excited nonlinear systems

  • Published:
Meccanica Aims and scope Submit manuscript

Sommario

Nella disamina del problema di caratterizzare il comportamento dinamico di sistemi eccitati da segnali casuali, si mette in rilievo come l'approccio probabilistico, sebbene concettualmente più rigoroso, sia di difficile applicazione ai casi statistici oltre che a quelli normali. Si richiama quindi il metodo diretto di Axelby che viene applicato ad un sistema non lineare eccitato da un segnale casuale. Lo sviluppo dell'applicazione, in termini parametrici, fa riferimento ad un sistema di secondo grado e i relativi risultati numerici vengono discussi nel loro significato quantitativo.

Summary

The problem of characterising the dynamics of randomly excited systems is examined. It is shown that the probability approach, though conceptually more rigorous, is difficult to apply to statistics other than normal ones. The direct method of Axelby is recalled and applied to a nonlinear system with random excitation characterised by a statistic of great interest in real physical systems. The application is developed parametrically with reference to a second order system for which the calculations are developed and the quantitative results discussed.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Abbreviations

x :

absolute input displacement

y :

absolute output displacement

e :

relative displacement (X−Y)

V e :

relative velocity (X−Y)

K 0 :

spring linearity constant

K 1 :

spring nonlinearity constant

a :

degree of spring nonlinearity

M :

system mass

C 0 :

damper linearity constant

C 1 :

damper nonlinearity constant

b :

degree of damper nonlinearity

σ 1 :

mean square value of the spring action

σ 2 :

mean square value of the damper action

σ e :

mean square value ofe=X−Y

σ ve :

mean square value ofV e

λ :

signal bandwidth

G(ω):

spectral width of the range of input displacement

x 1 :

nondimensional S.D.F. of the spring

x 2 :

nondimensional S.D.F. of the damper

x 3 :

nondimensional error (or relative specific displacement)

x 4 :

nondimensional velocity (or relative specific velocity)

x 5 :

nondimensional elongation (or specific output signal)

Γ :

specific bandwidth

τ x :

specific input signal

Ω :

specific frequency of spring nonlinearity

Z 0 :

specific nonlinear damping

Z 1 :

specific nonlinear damping

References

  1. N. Wiener,The extrapolation, interpolation and smoothing of stationary time-series, Wiley, 1949.

  2. N. Wiener,Non linear problems in Random theory, Wiley, 1958.

  3. J. H. Laning andR. L. Battin,Random processes in automatic control, Mc Graw Hill, 1956.

  4. R. E. Kalman,A new approach to linear filtering and prediction theory, ASME trans. D. 82, 1960.

  5. R. E. Kalman andR. S. Bucy,New results in linear filtering and prediction theory, ASME trans. D. 83, 1961.

  6. R. L. Stratonovich,On the theory of optimal non linear filtration of random function, Theory of probability Appl. 4, 1959.

  7. R. L. Stratonovich,Conditional Markov processes and their application to the theory of optimal control, Elsever Pu. Co., 1968.

  8. N. J. Kushner,Approximations to optimal non linear filters, Proc. Joint Autom. Control. Conf., 1967.

  9. W. M. Wohnan,Some applications of stochastic differential equations to optimal non linear filtering,J. Siam Control., Series A Vol. 2, 1965.

  10. H. J. Kushner,Dynamical equations for optimal non linear filtering, J. diff. Equations, no. 2, 1967.

  11. H. W. Smith,Approximate analysis of randomly excited non linear controls, M.I.T. Press, 1966.

  12. A. A. Pervozvanskii,Random processes in non linear control systems, Academic Press, 1965.

  13. J. L. Doob,Stochastic processes, Wiley, 1953.

  14. A. H. Jarwinski,Stochastic processes and filtering theory, Academic Press, 1970.

  15. H. Cox,Estimation of state variables via dynamic programming, Joint Automatic Control Conf., 1964.

  16. A. E. Bryson andM. Frazier,Smoothing for linear and non linear dynamic systems, U.S. Air force Tech., Rept. ASDTDR O. 63, 119, 1963.

  17. R. E. Bellman, H. H. Kagiwada andR. E. Kalaba,Orbit determination as a multi-point boundary value problem and quasi linearization, Proc. Natl. Acad. Sci. 48, 1962.

  18. R. C. Jr. Booton,Non linear control systems with statistical inputs, MIT. Dyn. Anal. and Control Lab., Rept. no. 61, 3/1962.

  19. M. J. Somerville andD. P. Atherton,Multigain representation for a single-valued non linearity with several inputs and the evaluation of their equivalents gain by a cursor method, Proc. IEE, Monograph no. 309 M/105C/537, 1958.

  20. Axelby,Random noise with BIAS signale in non linear devices, TRANS, IRE professional GROUP on Automatic Control, AC/4, n. 2–167, 1959.

  21. K. A. Pupkov,Method of investigating the accuracy of essentially non linear automatic control systems by means of equivalent transfer function, Automation and Remote control, 21, 2, 1960.

    Google Scholar 

  22. J. Y. Caron,Errors in quasi linearization technique for non linear systems, S. M. Thesis, Department of Electrica Engr. MIT, Cambridge, 1955.

    Google Scholar 

  23. L. C. Rossi,How to find statistical describing functions, Control no. 1, 1967.

  24. L. C. Rossi andA. Nurzia,Metodo semplificato per la determinazione della distribuzione spettrale della densità di ampiezza per segnali aperiodici di durata limitata, Atti dell'Accademia dei Quaranta, Vol. XVIII, 1968.

  25. G. W. Arrighetti andG. P. Benevolo,Studio teorico su un sistema — massa — molla — smorzatore non lineari a variabili d'ingresso aleatorie, Tesina di Laurea, Università di Genova, 1966.

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Benevolo, G., Michelini, R.C. On the dynamics of randomly excited nonlinear systems. Meccanica 7, 71–79 (1972). https://doi.org/10.1007/BF02129986

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02129986

Keywords

Navigation