544 Time Series Analysis of Stochastic Jump Phenomena Using Continuous Wavelet Transforms
Shinji TAMURA, Yasuhiro Suzuki, Koji Kimura · The Proceedings of the Dynamics & Design Conference · 2007
Statistics of stochastic jump phenomena in the random responses of a Duffing oscillator subjected to narrow band excitation are investigated. The stochastic jump phenomena are characterized by existence of two states in the random responses and sudden jump between two states. To distinguish two states, we proposed the product of wavelet transforms of the excitation and the response, and showed that the product corresponded to the frequency decomposed phase angle between them. In this study, we calculate the rate of stochastic jump, the ratio and the mean duration of each state using this criterion.