Diffusion approximations for nonlinear phase locked loop-type systems with wide band inputs

DOI10.1016/0022-247X(82)90240-2zbMath0485.93061OpenAlexW2043976937MaRDI QIDQ1164598

Harold J. Kushner, Wilfred T. Y. Ju

Publication date: 1982

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(82)90240-2

zbMATH Keywords

diffusion approximationcommunication systemsphase locked loopquadricorrelatorssquaring loopssystems with limiterwide band inputs

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Stochastic systems in control theory (general) (93E03) Communication theory (94A05)

Related Items (2)

The application of asymptotic methods to certain stochastic problems of the dynamics of vibropercussive systems ⋮ A partial history of the early development of continuous-time nonlinear stochastic systems theory

Cites Work

• Semigroups of conditioned shifts and approximation of Markov processes
• A martingale method for the convergence of a sequence of processes to a jump-diffusion process
• Jump-Diffusion Approximations for Ordinary Differential Equations with Wide-Band Random Right Hand Sides
• Analysis of nonlinear stochastic systems with wide-band inputs
• Diffusion approximations to output processes of nonlinear systems with wide-band inputs and applications
• Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I
• Improved Phase-Locked Loop Performance Via Nonlinear Loop Filters

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