Accession Number : AD0615821

Title :   SECOND ORDER PROPERTIES OF NONLINEAR SYSTEMS DRIVEN BY RANDOM NOISE,

Corporate Author : AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OHIO

Personal Author(s) : Wolaver,Lynn E.

Report Date : APR 1965

Pagination or Media Count : 199

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)

Descriptors :   (*NONLINEAR SYSTEMS, STATISTICAL PROCESSES), (*STATISTICAL PROCESSES, NONLINEAR SYSTEMS), STATISTICAL FUNCTIONS, CONTROL SYSTEMS, SIMULATION, NUMERICAL ANALYSIS

Distribution Statement : APPROVED FOR PUBLIC RELEASE