Dual approach to local mean square error criterion for stochastic equivalent linearization

Based on the dual conception, the paper suggests a consideration at global level to the local mean square error criterion of the stochastic equivalent linearization method. It results in new values of linearization coefficients that are obtained as global averaged values of all local linearization coefficients. The numerical analysis of some typical nonlinear systems under white noise excitation shows that the accuracy of the proposed criterion is significantly improved in comparison with the one of the classical mean square error criterion.