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Local Gaussian modelling of stochastic dynamical systems in the analysis of non-linear random vibrations

Published online by Cambridge University Press:  14 July 2016

Tohru Ozaki
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Abstract

Stochastic dynamical system models for non-linear random vibrations are considered and their discrete-time version, non-linear time series models are introduced using the local Gaussian modelling method. Some computational problems and implications of the present method in non-linear time series analysis are discussed.

Keywords

DIFFUSION PROCESSDYNAMICS OF MOORED VESSELLOCAL LINEARIZATIONNON-LINEAR MARKOVIAN REPRESENTATIONAUTOREGRESSIVE-MOVING AVERAGE MODELSAMPLITUDE-DEPENDENT AUTOREGRESSIVE MODELS

Information

Type
Part 4—Non-linear and Non-stationary Systems in Time Series
Information
Journal of Applied Probability , Volume 23 , Issue A: Essays in Time Series and Allied Processes , 1986 , pp. 241 - 255
Copyright
Copyright © 1986 Applied Probability Trust 

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