SECOND ORDER PROPERTIES OF NONLINEAR SYSTEMS DRIVEN BY RANDOM NOISE,
Abstract
The general objective of this study is to develop methods for finding the autocorrelation or spectral density of the output of certain second order nonlinear systems which are driven by a white Gaussian random process. Four distinct and separate methods are used. These are the areas of analytical methods using the Fokker-PlanckKolmogorov approach, numerical technique with Markov chains, approximation techniques, and the experimental methods of direct simulation. An analytical expression is found for the autocorrelation of the output of a second order bang-bang system. An analytical bound is found for the absolute difference between the true and 'equivalent' linearized autocorrelation curves. Both analog and digital computers are used in direct simulation studies of nonlinear systems driven by random noise. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 01, 1965
- Accession Number
- AD0615821
Entities
People
- Lynn E. Wolaver
Organizations
- Air Force Research Laboratory