On the first-passage time for envelope crossing for a linear oscillator
- 1 July 1973
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 18 (1), 89-96
- https://doi.org/10.1080/00207177308932489
Abstract
The first-passage time problem for envelope crossing for a linear oscillator subject to stationary wide-band random excitation is investigated. The amplitude of the response is approximated by a one-dimensional Markov process, and differential equations governing the moments of the first-passage time are derived. Analytical solutions are obtained for the mean and the varianceKeywords
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