Geoscience Reference
In-Depth Information
m y 1 =
t
x (
τ
) u ( t
τ
) d
τ
dt
(A20)
−∞
−∞
=
τ
=
Inversion of the order of integration, and substitution of s
t
, so that dt
ds ,
changes Equation (A20) into
m y 1 =
x (
τ
) d
τ
(
τ +
s ) u ( s ) ds
−∞
−∞
=
τ
x (
τ
) d
τ
u ( s ) ds
+
x (
τ
) d
τ
su ( s ) ds
(A21)
−∞
−∞
−∞
−∞
Because the zeroth moments are equal to one, this yields the following relationship
between the first moments about the origin
m y 1 =
m x 1 +
m u 1
(A22)
The n th moment of the output y ( t ) about its center of area m y 1 can be written, after
substitution of the convolution integral (A11) and of (A22), as follows
m x 1
m u 1 ) n x (
m yn =
( t
τ
) u ( t
τ
) d
τ
dt
(A23)
−∞
−∞
Again, inverting the order of integration, and putting s
=
t
τ
, so that dt
=
ds , one can
rewrite (A23) as
m x 1 )
m u 1 )] n u ( s ) ds
m yn =
x (
τ
) d
τ
[(
τ
+
( s
(A24)
−∞
−∞
The term with the square brackets can be expanded as follows
m x 1 )
m u 1 )] n
m x 1 ) n
m x 1 ) n 1 ( s
m u 1 )
[(
τ
+
( s
=
(
τ
+
n (
τ
n ( n
1)
m x 1 ) n 2 ( s
m u 1 ) 2
m u 1 ) n
+
(
τ
+···+
( s
(A25)
2!
This allows Equation (A24) to be written as
m x 1 ) n
m x 1 ) n 1 m u 1
m yn =
x (
τ
)[(
τ
+
n (
τ
−∞
n ( n
1)
m x 1 ) n 2 m u 2 +···+
+
τ
τ
(
m un ] d
(A26)
2!
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