Stochastic linearization method with random parameters for SDOF nonlinear dynamical systems: prediction and identification procedures

This paper describes firstly, the calculation of the Power Spectral Density Function (PSDF) for the stationary response of SDOF nonlinear second-order dynamical systems excited by a white or a broad-band Gaussian noise, and secondly, the identification of a single-degree-of-freedom (SDOF) nonlinear dynamical second-order dynamical system driven by a broad-band or a colored Gaussian noise. The two aspects are based on the use of a stochastic linearization method with random parameters which is an efficient way of approximating the PSDF. The gain obtained by this method is shown on a SDOF nonlinear dynamical system. In addition, it is shown that the stochastic linearization method with random parameters is an efficient approach for identifying a SDOF nonlinear dynamical system.