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Local Gaussian modelling of stochastic dynamical systems in the analysis of non-linear random vibrations
Tohru Ozaki
Journal:

Journal of Applied Probability / Volume 23 / Issue A / 1986

Published online by Cambridge University Press:

14 July 2016, pp. 241-255

Print publication:

1986
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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.

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