Coloured noise analysis of a phase-locked loop system: beyond Itô and Stratonovich stochastic calculi

DOI10.1007/s12591-014-0212-zzbMath1355.34094OpenAlexW2045658863MaRDI QIDQ286496

Shambhu N. Sharma, Balaji G. Gawalwad

Publication date: 20 May 2016

Published in: Differential Equations and Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12591-014-0212-z

zbMATH Keywords

non-linearityextended state spacenon-Markovian stochasticityOrnstein-Uhlenbeck (OU) processsecond-order PLL systemsstochastic differential equations (SDEs)stochastic differential rules

Mathematics Subject Classification ID

Nonlinear oscillations and coupled oscillators for ordinary differential equations (34C15) Ordinary differential equations and systems with randomness (34F05) Analytic circuit theory (94C05)

Cites Work

• The Fokker-Planck equation. Methods of solution and applications
• Stochastic Systems with Small Noise, Analysis and Simulation; A Phase Locked Loop Example
• Transient analysis of the second-order phase-locked loop in the presence of noise (Corresp.)
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Coloured noise analysis of a phase-locked loop system: beyond Itô and Stratonovich stochastic calculi