Abstract
An intensity-modulated Gaussian process {x(t)} is defined as the product of a non-negative stationary random process {σx(t)} and a stationary Gaussian process {z(t)} that is statistically independent of {σx(t)}. When such an intensity-modulated process is the excitation to a linear time-invariant system, the response process {y(t)}, conditioned on the excitation-modulating function σx(t), is a generally nonstationary Gaussian process. This property is used to develop an approximation to the probability density function (PDF) of the system response by assuming that the time-varying conditional response variance σ2y(t), conditioned on the excitation-modulating function σx(t), is governed by the gamma PDF. The resulting response process PDF is characterized by two parameters: the mean and variance of the conditional response variance σ2y(t). An alternative approximation to the response PDF, characterized by these same two parameters, is developed by using a Taylor’s series representation in the variable σ2y of the response PDF conditioned on σ2y. This latter PDF approximation is shown to be identical to the Gram–Charlier series of type A through terms involving the Hermite polynomial of degree 6. The two response PDF approximations are shown to give essentially identical results for values of the coefficient of variation of σ2y of one-half or less. Simple, easily evaluated expressions for the mean and variance of σ2y are derived in terms of measurable quantities by utilizing the assumption that fluctuations in σx(t) occur slowly in comparison with those of z(t).
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