Contributed by the Applied Mechanics Division of THE AMERICAN SOCIETY OF MECHANICAL ENGINEERS for publication in the ASME JOURNAL OF APPLIED MECHANICS. Manuscript received by the ASME Applied Mechanics Division, June 20, 2001; final revision, Sept. 25, 2001. Associate Editor: N. C. Perkins.

Consider the following equation of motion
where ξt,ηt,ζt are Gaussian white noises (in the Stratonovich sense) with spectral densities Kξξ,Kηη,Kζζ, respectively. The two parametric white noises, ηt and ξt, are correlated, with cross-spectral density Kξη. The objective is to obtain the spectral density (PSD) of the response xt, which exists if xt...
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