LTI response to nonstationary random process

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sanm

Joined May 6, 2015
1
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.

 

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