Calculation of Correlation Matrices for Linear Systems Subjected to Nonwhite Excitation

[+] Author and Article Information
I-Min Yang

Tetra Tech, Inc., Pasadena, Calif.

W. D. Iwan

Department of Applied Mechanics, California Institute of Technology, Pasadena, Calif.

J. Appl. Mech 39(2), 559-562 (Jun 01, 1972) (4 pages) doi:10.1115/1.3422716 History: Received December 24, 1970; Revised April 12, 1971; Online July 12, 2010


This paper presents an approach which provides a particularly simple and direct way of determining the instantaneous correlation matrices for the stationary random response of multidegree-of-freedom linear systems subjected to excitations of nearly arbitrary spectral density. In the special case of white excitation, the instantaneous correlation matrices are determined directly from a set of linear algebraic equations. When the excitation is nonwhite, some integrals must be evaluated before solving a system of linear algebraic equations. However, the form of these integrals is considerably simpler than that encountered in other common approaches.

Copyright © 1972 by ASME
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