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&...