Statistical characteristics of an oscillator with fluctuating parameters
Abstract
The paper analyzes the statistical characteristics of the output signal of a linear stochastic secondorder filter (harmonic oscillator with fluctuations of natural frequency and losses) subjected to a random force. Closedform equations are obtained in the diffusion approximation for arbitrary moments; conditions of moment stability are examined; stationary values of moments and cumulants are determined. As the spectral density of parametric excitation increases, the cumulants of the output signal increase faster than dispersions, and the probability distribution of the output signal becomes significantly nonGaussian.
 Publication:

Radiofizika
 Pub Date:
 1978
 Bibcode:
 1978RaF....21..534M
 Keywords:

 Fluctuation Theory;
 Harmonic Oscillators;
 Markov Processes;
 Parametric Amplifiers;
 Random Noise;
 Statistical Distributions;
 Noise Spectra;
 Normal Density Functions;
 Probability Density Functions;
 Probability Distribution Functions;
 Stochastic Processes;
 Electronics and Electrical Engineering