Abstract
For the stability investigation of linear systems with parameter fluctuations we follow Khasminskii's concept to separate a stationary solution part by introducing polar coordinates. In the two-dimensional case this projection lives on the unit circle and determines the associated invariant measures and Lyapunov exponents according to Oseledec's multiplicative ergodic theorem. Results are obtained for parametric excitation by broad-band and narrow-band random processes, both cases are covered by a generalized fluctuation model.
| Original language | English |
|---|---|
| Pages (from-to) | 108-115 |
| Number of pages | 8 |
| Journal | Yingyong Lixue Xuebao/Chinese Journal of Applied Mechanics |
| Volume | 16 |
| Issue number | 1 |
| State | Published - 1999 |
Keywords
- Broad-band noise
- Invariant measure
- Narrow-band noise
- Parametrically excited random systems
- Top Lyapunov exponent