Abstract
The pre-envelope process is a complex process whose statistics are strictly related to the statistics of the envelope of a given process. The paper deals with the evaluation of the covariances of the pre-envelope output process of classically and nonclassically damped linear systems subjected to stationary and nonstationary white and nonwhite pre-envelope input process. More precisely, the pre-envelope covariances for nonwhite complex input processes are evaluated as solution of a set of first order differential equations. Furthermore, in the paper the pre-envelope of the white input process is defined, and for such input the pre-envelope covariance differential equations are determined by means of an extension to the complex field of the stochastic differential calculus. Sommario.Il processo 'pre-inviluppo' é un processo complesso i cui parametri statistici sono strettamente legati a quelli del processo 'inviluppo'. Il lavoro riguarda la valutazione delle covarianze del processo pre–inviluppo della risposta di sistemi dinamici classicamente e non classicamente smorzati soggetti a processi pre–inviluppo bianchi e filtrati, stazionari e non stazionari. Piprecisamente, nel caso di un processo filtrato pre–inviluppo le covarianze della risposta sono valutate come soluzione di un sistema di equazioni differenziali del primo ordine. Inoltre, nel lavoro definito il processo pre–inviluppo di un processo bianco e per tale caso sono presentate le equazioni differenziali delle covarianze della risposta ottenute attraverso l'estensione al campo complesso del classico calcolo differenziale stocastico.
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Caddemi, S., Muscolino, G. Pre-Envelope Covariance Differential Equations For White and Nonwhite Input Processes. Meccanica 33, 1–10 (1998). https://doi.org/10.1023/A:1004261032261
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DOI: https://doi.org/10.1023/A:1004261032261