Question: ( a ) For the stochastic spring model x * * + k x * + v 2 x = w ( t ) ,

(a) For the stochastic spring model x**+kx*+v2x=w(t), write the SDE in a matrix form if the input
force w(t) is the white noise process with spectral density q. Derive the equations for the
mean and covariance.
 (a) For the stochastic spring model x**+kx*+v2x=w(t), write the SDE in

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