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Analysis of a Nonlinear First-Order System with a White Noise Input

Caughey, T. K. and Dienes, J. K. (1961) Analysis of a Nonlinear First-Order System with a White Noise Input. Journal of Applied Physics, 32 (11). pp. 2476-2479. ISSN 0021-8979. http://resolver.caltech.edu/CaltechAUTHORS:CAUjap61

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Abstract

A general technique for computing the power spectrum of nonlinear systems is presented, and the method is applied to the Brownian motion of a particle with idealized Coulomb damping. In this method the transition probability is obtained by solving the appropriate Fokker-Planck equation. Then the autocorrelation function is calculated by an appropriate integration, and finally the power spectrum is found by means of the Wiener-Khintchine relation. Comparison is made with the method of equivalent linearization, which is applicable to a wide class of nonlinear problems


Item Type:Article
Additional Information:©1961 The American Institute of Physics (Received June 19, 1961)
Record Number:CaltechAUTHORS:CAUjap61
Persistent URL:http://resolver.caltech.edu/CaltechAUTHORS:CAUjap61
Alternative URL:http://dx.doi.org/10.1063/1.1777094
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:4090
Collection:CaltechAUTHORS
Deposited By: Archive Administrator
Deposited On:26 Jul 2006
Last Modified:26 Dec 2012 08:57

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