A weighted dual criterion for stochastic equivalent linearization method
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DOI:
https://doi.org/10.15625/0866-7136/36/4/5106Keywords:
Stochastic equivalent linearization, weighted dual criterion, weighting coefficientAbstract
A weighted dual mean square criterion for stochastic equivalent linearization method is considered in which the forward and backward replacements are weighted. The normalized weighting coefficient is suggested as a piecewise linear function of the squared correlation coefficient and is defined by the least square method based on the data of Lutes-Sarkani oscillator. The application to two typical nonlinear systems subjected to random excitation shows accurate approximations when the nonlinearity varies from the weak to strong levels.
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