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Published November 1, 1961 | public
Journal Article Open

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


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

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©1961 The American Institute of Physics (Received June 19, 1961)


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