Spectral density of first order Piecewise linear systems excited by white noise
<p>The Fokker-Planck (FP) equation is used to develop a general method for finding the spectral density for a class of randomly excited first order systems. This class consists of systems satisfying stochastic differential equations of form ẋ + f(x) = m/Ʃ/j = 1 h<sub>j</sub>(x)n&...
Internet
https://thesis.library.caltech.edu/9263/1/Atkinson_jd_1967.pdfAtkinson, John David (1967) Spectral density of first order Piecewise linear systems excited by white noise. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/V6YX-7864. https://resolver.caltech.edu/CaltechTHESIS:11022015-090737162 <https://resolver.caltech.edu/CaltechTHESIS:11022015-090737162>