A Statistical Study on the Response of Non-linear Control Systems Subjected to a Non-stationary Gaussian Random Input

Abstract

In our previous studies, the authors have described the statistical studies on the response of non-linear control systems subjected to an ergodic stationary Gaussian random input. In this paper, an analytical method of the statistical evaluation of non-stationary random responses which are considered to arise quite often for non-linear control systems in practice is described. Firstly, a non-stationary white Gaussian random process and a non-stationary Orenstein-Uhlenbeck one considered in this paper are explained. Secondly, a statistical approach to find the non-stationary response of non-linear control systems subjected to such a random signal is described. Finally, illustrations of the analytical procedure described here are shown by several examples in detail.