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

DOI10.1007/S12591-014-0212-ZMaRDI QIDQ286496zbMATH OpenOpenAlexFDO

Authors Balaji G. Gawalwad, Shambhu N. Sharma

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)

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• scientific article; zbMATH DE number 5184560 (Why is no real title available?)
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• scientific article; zbMATH DE number 3998900 (Why is no real title available?)
• Stochastic Systems with Small Noise, Analysis and Simulation; A Phase Locked Loop Example
• The Fokker-Planck equation. Methods of solution and applications
• Transient analysis of the second-order phase-locked loop in the presence of noise (Corresp.)

Cited in

(13)

• The Exit Problem in a Nonlinear System Driven by 1/f Noise: The Delay Locked Loop
• Colored Noise in Oscillators. Phase-Amplitude Analysis and a Method to Avoid the itô-Stratonovich Dilemma
• Recognition of noisy images by PLL networks
• Transient analysis of phase-locked tracking systems in the presence of noise
• On a nonlinear stochastic dynamic circuit using Stratonovich differential
• Statistical dynamics of phase-lock AFC system with proportionally integrating filter
• Stochastic Systems with Small Noise, Analysis and Simulation; A Phase Locked Loop Example
• Combined effects of frequency quantization and additive input noise in a first-order digital PLL
• An analysis of phase noise and Fokker-Planck equations
• Spectral analysis of a phase-locked loop under noise
• scientific article; zbMATH DE number 2063909 (Why is no real title available?)
• Colored noise modelling in the reliability evaluation of electric power systems
• Carleman framework filtering of nonlinear noisy phase-locked loop system

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