| 白噪声激励Van der Pol振子的精确平稳解 |
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| 引用本文： | 应祖光,张巍,吴淇泰. 白噪声激励Van der Pol振子的精确平稳解[J]. 内蒙古民族大学学报(自然科学版), 1999, 0(1) |
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| 作者姓名： | 应祖光 张巍 吴淇泰 |
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| 作者单位： | 浙江大学(应祖光，吴淇泰)，浙江省电子技术研究所(张巍) |
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| 摘 要： | 本文根据Ｈａｍｉｌｔｏｎ系统理论，基于ＦＰＫ方程，导出白噪声激励ＶａｎｄｅｒＰｏｌ振子的一类精确平稳概率密度及其相应的统计量。并在线性退化情况下，通过代数Ｌｙａｐｕｎｏｖ方程确定的精确结果所验证。
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| 关 键 词： | Van del Pol振子；Gauss白噪声；精确平稳解；Hamilton方程；FPK方程 |
Exact Stationary Solutions to Van Der Pol Oscillator with White Noise Excitations |
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| Ying Zuguang Zhang Wei Wu Qitai. Exact Stationary Solutions to Van Der Pol Oscillator with White Noise Excitations[J]. Journal of Inner Mongolia University for the Nationalities(Natural Sciences), 1999, 0(1) |
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| Authors: | Ying Zuguang Zhang Wei Wu Qitai |
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| Affiliation: | Ying Zuguang Zhang Wei Wu Qitai |
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| Abstract: | An exact stationary probability density and its statistics of Van der Pol oscillator with white noise excitations are derived from the associated FPK equation based on the Hamiltonian system theory and the linearly degenerating results are obtained once again by solving algebraic Lyapunov equation. |
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| Keywords: | Van der Pol oscillator Gauss white noise exact stationary solution Hamilton's equations FPK equation |
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