Equivalent linearization for systems subjected to non-stationary random excitation

The method of eauivalent linearization is applied to the general problem of the response of non-linear discrete systems to non-stationary random excitation. Conditions for minimum equation difference are determined which do not depend explicitly on lime but only on the instantaneous statistics of the response process. Using the equivalent linear parameters, a deterministic non-linear ordinary differential equation for the covariance matrix is derived. An example is given of a damped Duffing oscillator subjected to modulated white noise.