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

DOI10.1007/S12591-014-0212-ZzbMATH Open1355.34094OpenAlexW2045658863MaRDI QIDQ286496FDOQ286496

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

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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

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• 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.)
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• The Fokker-Planck equation. Methods of solution and applications

Cited In (13)

• Stochastic Systems with Small Noise, Analysis and Simulation; A Phase Locked Loop Example
• Title not available (Why is that?)
• An analysis of phase noise and Fokker-Planck equations
• Colored noise modelling in the reliability evaluation of electric power systems
• Colored Noise in Oscillators. Phase-Amplitude Analysis and a Method to Avoid the itô-Stratonovich Dilemma
• Transient analysis of phase-locked tracking systems in the presence of noise
• Spectral analysis of a phase-locked loop under noise
• The Exit Problem in a Nonlinear System Driven by 1/f Noise: The Delay Locked Loop
• On a nonlinear stochastic dynamic circuit using Stratonovich differential
• Combined effects of frequency quantization and additive input noise in a first-order digital PLL
• Statistical dynamics of phase-lock AFC system with proportionally integrating filter
• Recognition of noisy images by PLL networks
• Carleman framework filtering of nonlinear noisy phase-locked loop system

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