Stationary and Transient Response Statistics

Peter Hauge Madsen, Steen Krenk

    Research output: Contribution to journalJournal articleResearchpeer-review


    The covariance functions for the transient response of a linear MDOF-system due to stationary time limited excitation with an arbitrary frequency content are related directly to the covariance functions of the stationary response. For rational spectral density functions closed form expressions for the covariance functions are obtained. In case of white noise excitations the expressions simplify considerably, and an approximative method for including the main effects of an actual spectral density function is derived based on a white noise analogy. The theory is applied to a multistory frame structure, and it is demonstrated that it offers an efficient way to calculate the time-dependent second-order moments.
    Original languageEnglish
    JournalJournal of the Engineering Mechanics Division
    Pages (from-to)622-635
    Publication statusPublished - 1982


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