LTI response to nonstationary random process

Discussion in 'Math' started by sanm, May 6, 2015.

  1. sanm

    Thread Starter New Member

    May 6, 2015
    We have a known system H(jw).
    We have a nonstationary random input I.
    We want to determine variance or bounds for the system response. Can't do it directly with spectrum formula

    Sy = |H(jw)|² Si

    due to nonstationarity of input process.

    Does it make sense to regard input process as composed of Level + Sine + Stationary noise.
    And analyse the response to these components separately?

    Thanks for any suggestions about analysis method.

    Last edited by a moderator: May 7, 2015