Cyclostationary Gaussian Linearization for Analyzing Nonlinear System Response under Sinusoidal Signal and White Noise Excitation

A cyclostationary Gaussian linearization method is
formulated for investigating the time average response of nonlinear
system under sinusoidal signal and white noise excitation. The
quantitative measure of cyclostationary mean, variance, spectrum of
mean amplitude, and mean power spectral density of noise are
analyzed. The qualitative response behavior of stochastic jump and
bifurcation are investigated. The validity of the present approach in
predicting the quantitative and qualitative statistical responses is
supported by utilizing Monte Carlo simulations. The present analysis
without imposing restrictive analytical conditions can be directly
derived by solving non-linear algebraic equations. The analytical
solution gives reliable quantitative and qualitative prediction of mean
and noise response for the Duffing system subjected to both sinusoidal
signal and white noise excitation.

• R. J. Chang

• Cyclostationary
• Duffing system
• Gaussian linearization
• sinusoidal signal and white noise.

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