Linear Systems with Stochastic Coefficients. II†

The paper is an extension of a previous one (Ariaratnam and Graefe 1965), and presents the analysis of general linear systems governed by n first-Order state equations whose coefficients are subjected to either of two forms of random variation, namely Gaussian white or incremental Brownian type of process. The differences between the two cases are pointed out. The Fokker-Planck equation is set up for both cases and the equations governing the response moments are obtained. An example is given which incorporates both types of random variation of the coefficients.