New Light on Response of Linear Systems Subjected to Random Nonstationary Filtered Inputs

It is shown here that the response of any linear system subjected to the action of filtered nonstationary or stationary stochastic processes can exactly be replaced by a linear combination of the responses of linear systems subjected to white noise processes. These linear systems have the same dimensions as the structural and filtered ones. In this way the simplifications related to the analysis of linear systems subjected to white noise inputs can be used as they happen, using classical approaches and without increasing the dimensions of the stochastic problem. Only knowledge of the filter equations is required to obtain this property.