Delay-independent stability of moments of a linear oscillator with delayed state feedback and parametric white noise

The stability of a linear oscillator with delayed state feedback driven by parametric Gaussian white noise is studied in this paper. The first and second order moment equations of the system response are derived by using moment method and Itô differential rule. Based on the moment equations, the delay-independent stable conditions of both moments are proposed: For the first order moment, the sufficient and necessary condition that guarantee delay-independent stability is identified to that of the deterministic system; for the second order moment, the sufficient condition that ensure delay-independent stability depends on noise intensity. The theoretical results are also illustrated with numerical simulations.     

窄带随机噪声参激作用下强非线性系统的响应

将改进的L-P(ModifiedLindstedt-Poincare)方法和随机多尺度法结合起来,研究了窄带随机噪声参激作用下强非线性VanderPol-Duffing系统的响应、稳定性和分叉问题。文中首先由改进的L-P方法引入变换参数,然后用多尺度法分离了系统的快变量,求出了最大Lyapunov指数的解析表达式,得到了系统几乎必然稳定的充分必要条件,讨论了系统的参数对稳定性的影响,分析了系统在1/2亚谐共振区的性态。理论分析与数值计算表明:在一定条件下系统将发生随机跳跃,且随着随机激励带宽的增大,扩散的极限环的宽度将逐渐增大。数值模拟结果表明:MLP方法结合随机多尺度法研究强非线性随机系统的响应、稳定性和分叉问题是有效的。     

Asymptotic Lyapunov stability with probability one of Duffing oscillator subject to time-delayed feedback control and bounded noise excitation

The asymptotic Lyapunov stability with probability one of a Duffing system with time-delayed feedback control under bounded noise parametric excitation is studied. First, the time-delayed feedback control force is expressed approximately in terms of the system state variables without time delay. Then, the averaged Itô stochastic differential equations for the system are derived by using the stochastic averaging method and the expression for the Lyapunov exponent of the linearized averaged Itô equations is derived. It is inferred that the Lyapunov exponent so obtained is the first approximation of the largest Lyapunov exponent of the original system, and the asymptotic Lyapunov stability with probability one of the original system can be determined approximately by using the Lyapunov exponent. Finally, the effects of time delay in feedback control on the Lyapunov exponent and the stability of the system are analyzed. The theoretical results are well verified through digital simulation.     

Transients in an autostochastic oscillator with delayed feedback

A numerical analysis of the turn-on transients in an autostochastic oscillator with delayed feedback is reported. Dependence of the transients on the intensity of chaotic initial conditions is studied. It is demonstrated that the chaotic oscillations may switch from one basin of attraction to another.     

Plastic displacement distributions of the Gaussian white noise excited elasto-plastic oscillator

Slepian model process approximate reasoning is used to obtain representative net and absolute yield displacement processes for the symmetric elasto-plastic oscillator of one degree of freedom excited by stationary Gaussian white noise. Yieldings occur in clumps with yield increments of alternating sign. Distributions are obtained in closed analytical form for the first yielding in a clump, the subsequent yieldings, and the accumulated net and absolute yielding from the entire clump. Moreover distributions of clump durations as well as interclump durations are obtained. All distribution parameters are theoretically calculated, that is, no parameters are obtained from estimation using simulated data. Extensive comparisons with simulated histograms show excellent fits. Also comparisons with published predictions from diffusion theory (Fokker-Planck equation based on the stochastic averaging method) show interesting features and good agreement. Finally an approximate general formula is given for the distribution of the time to the first passage of any given level of net or absolute yielding. This formula is a generalization of a corresponding formula valid for any compound Poisson process of finite second moments.     

Simplified phase noise model for negative-resistance oscillators and a comparison with feedback oscillator models

This paper describes a greatly simplified model for the prediction of phase noise in oscillators which use a negative resistance as the active element. It is based on a simple circuit consisting of the parallel addition of a noise current, a negative admittance/resistance, and a parallel (Qlimited) resonant circuit. The transfer function is calculated as a forward trans-resistance (VOUT/IIN) and then converted to power. The effect of limiting is incorporated by assuming that the phase noise element of the noise floor is kT/2, i.e., -177 dBm/Hz at room temperature. The result is the same as more complex analyses, but enables a simple, clear insight into the operation of oscillators. The phase noise for a given power in the resonator appears to be lower than in feedback oscillators. The reasons for this are explained. Simulation and experimental results are included.     

Limitation of the frequency stability by local oscillator phase noise: new investigations and natural improvements

In frequency standards in which the atoms have a continuous interaction with the probe signal, local oscillator phase noise may limit medium term frequency stability. This spurious effect cannot be suppressed whenever there Is any truncation in the spectrum of the resonator response. Nevertheless, a simultaneous processing of the probe signal, similar to that of the NIST, and of the resonator response (by means of an appropriate demodulation) makes it possible to reduce this limiting effect. Previously achieved with a square wave frequency modulation, this result is now extended to various frequency modulations. An uncontrolled distortion in the demodulation waveform may significantly degrade the performance. For the case of a square wave phase modulation, the limiting effect also exists, but it is smaller than for a frequency modulation. When the phase noise of the local oscillator is naturally "not flat", it is possible to easily reduce the spurious effect: using the quasi-static approximation, one can calculate various optimized demodulation waveforms and the corresponding improvements. For the simplest optimized demodulation (f (M), 3f(M)), theoretical predictions are experimentally confirmed for flicker phase noise and flicker frequency noise.     

Effect of external signal on the output power of an oscillator with electron feedback

The effect of an external single-frequency harmonic signal on the output power of an oscillator with electron feedback has been studied by analytical and numerical methods. It is established that an increase in the input signal power leads to sharp growth in the output power of the nonautonomous oscillator. Physical processes that take place in the electron beam with virtual cathode under the action of an external harmonic signal, which leads to velocity modulation in the electron beam entering the interaction space, have been analyzed. The obtained results well agree with the data of previous experimental investigations of the signal gain in a low-voltage vircator.     

Stochastic stability of Duffing oscillator with fractional derivative damping under combined harmonic and white noise parametric excitations

The stochastic stability of a Duffing oscillator with fractional derivative damping of order α (0 < α < 1) under parametric excitation of both harmonic and white noise is studied. First, the averaged Itô equations are derived by using the stochastic averaging method for an SDOF strongly nonlinear stochastic system with fractional derivative damping under combined harmonic and white noise excitations. Then, the expression for the largest Lyapunov exponent of the linearized averaged Itô equations is obtained and the asymptotic Lyapunov stability with probability one of the original system is determined approximately by using the largest Lyapunov exponent. Finally, the analytical results are confirmed by using those from a Monte Carlo simulation of the original system.     

Is the frequency noise of an oscillator of deterministic origin?

We report on a new multifractal type approach of low-frequency noise in oscillators. The time sequence is interrogated by means of a multiscale local stability exponent which acts in a sliding filtering window. Its discontinuities are reflected into a binary coding in which the correlations are analyzed. The mapping of binary data into a devil's staircase is used to emphasize the correlated and possibly deterministic origin of frequency fluctuations in quartz oscillators     

Probabilistic response of an elastic perfectly plastic oscillator under Gaussian white noise

The response of an elastic perfectly plastic oscillator under zero mean Gaussian white noise excitation is studied in this paper. Considering the works of previous studies, a closed form expression of the mean maximum of the plastic drift is given assuming that the plastic process is equivalent to a Brownian motion. In order to better describe the plastic drift a probabilistic model is proposed for the yield increments which occur in clumps. To estimate the input parameters of this model, three methods, based on numerical computations of some relevant integrals, are presented. Alternatively, these parameters can be estimated, more conveniently, according to the results obtained more recently in the literature with the Slepian model approach. The results of numerical simulations show a quite satisfactory agreement with theoretical predictions.     

The transient characteristics of an underdamped periodic potential system excited by two different kinds of noise

In this paper, the transient characteristics of an underdamped periodic potential system excited by multiplicative Gaussian white noise and additive Lévy noise are studied in terms of the mean first-passage time(MFPT) and the probability density function(PDF) of the first-passage time. The second-order underdamped periodic potential system is equivalent to two first-order stochastic differential equations. The MFPT was obtained by averaging the response value of the first-passage time, and the PDF image of the first-passage time was drawn under different parameter values. It was found that the increase in damping coefficient and stability index will inhibit the particle crossing, while the increase of multiplicative noise intensity, additive noise intensity and skewness parameter will promote the particle crossing to a certain extent.     

Optimization of an ultra low-phase noise sapphire--SiGe HBT oscillator using nonlinear CAD

In this paper, the electrical and noise performances of a 0.8 /spl mu/m silicon germanium (SiGe) transistor optimized for the design of low phase-noise circuits are described. A nonlinear model developed for the transistor and its use for the design of a low-phase noise C band sapphire resonator oscillator are also reported. The best measured phase noise (at ambient temperature) is -138 dBc/Hz at 1 kHz offset from a 4.85 GHz carrier frequency, with a loaded Q/sub L/ factor of 75,000.     

Frequency stability characterization from the filtered signal of aprecision oscillator in the presence of additive noise

The authors present a generalized theory to express the frequency stability characterization of a precision oscillator when its signal, perturbed by additive noise, is filtered. The general expressions for the power spectral density of the amplitude and phase fluctuations of the filtered signal are calculated as functions of the oscillator amplitude and phase fluctuations, the additive noise, and the filter characteristics. The results obtained for the phase fluctuations of the filtered signal are used to characterize the frequency stability of the oscillator. The contribution of white additive noise to the generalized Allan variance is expressed in terms of a parameter, the equivalent bandwidth. The contributions of other types of noise are also calculated. For the first-order low-pass filter, the contributions of all types of additive, amplitude, phase, and frequency noise are given. Experimental results show excellent agreement with the theoretical predictions     

Spectral density of oscillator with bilinear stiffness and white noise excitation

The power spectral density of an oscillator with bilinear stiffness excited by Gaussian white noise is considered. A method originally proposed by Krenk and Roberts [J Appl Mech 66 (1999) 225] relying on slowly changing energy for lightly damped systems is applied. In this method an approximate solution for the power spectral density at a given energy level is obtained by considering local similarity with the free undamped response. The total spectrum is obtained by integrating over all energy levels weighting each with the stationary probability density of the energy. The accuracy of the approximate analytical solution is demonstrated by comparing with results obtained by stochastic simulation. It is shown how the method successfully captures the broadening of the resonance peak and the presence of higher harmonics in the power spectral density of strongly non-linear systems.     

非高斯色噪声激励下Van der Pol Duffing振子的随机稳定性

研究了受非高斯色噪声参激的Van der Pol-Duffing振子在平凡解邻域内的随机稳定性.首先利用物理学中已有的经典结果,经过近似处理,将非高斯色噪声简化为Ornstein-Uhlenbeck过程,然后通过尺度变换和线性随机变换得到了与系统响应的矩Lyapunov指数相关的特征方程,通过摄动法求得了矩Lyapunov指数、稳定指标、最大Lyapunov指数的二阶近似解,给出了系统响应p阶矩渐进稳定和几乎肯定渐进稳定的条件.最后通过对数值结果的分析,讨论了噪声参数及系统参数对系统响应矩稳定性的影响.     

Stochastic analysis of strongly non-linear elastic impact system with Coulomb friction excited by white noise

The stochastic response of frictionally damped strongly non-linear elastic impact oscillator subjected to white noise excitation and its stochastic bifurcation are considered. By the stochastic averaging method based on generalized harmonic function, one can obtain the stationary probability density function of this system. The effects of system parameters on the responses are investigated and the analytical results were verified by comparing with numerical results from Monte Carlo simulations. Stochastic bifurcations are discussed through a qualitative change of the stationary probability distribution, which indicates that the coefficient of friction, damping constant of the elastic impact force respectively, can be treated as bifurcation parameters.     

Control of time delay linear systems with Gaussian white noise

Recurrence formulas are developed for finding mean, variances, and other statistics of the state vector of linear systems with random time delay and Gaussian white noise input. These statistics are used to define optimal control functions for these systems. Lyapunov exponents are used to evaluate the stability of the stationary solution when the control algorithm is based on the stationary statistics of the state vector. Two numerical examples are presented to illustrate the determination of the optimal control function and of the conditions required for the existence of the stationary solution for systems with random time delay.     

Oscillator frequency stability improvement by means of negative feedback

A novel, simple method is proposed to increase the frequency stability of an oscillator. An additional negative feedback is used in combination with the positive loop of the harmonic oscillator to decrease the phase sensitivity to fluctuations of parameters other than the resonator. The main advantage of the proposed correction approach is that it does not require expensive external elements such as mixers or resonators. The validity of the method is theoretically demonstrated on a Colpitts oscillator using the control system theory approach and numerical simulations, and is experimentally verified with phase noise measurements of an actual oscillator-mockup. It is shown that the medium-term frequency stability can be easily improved by a factor of ten.     

Frequency stability degradation of an oscillator slaved to a periodically interrogated atomic resonator

Atomic frequency standards using trapped ions or cold atoms work intrinsically in a pulsed mode. Theoretically and experimentally, this mode of operation has been shown to lead to a degradation of the frequency stability due to the frequency noise of the interrogation oscillator. In this paper a physical analysis of this effect has been made by evaluating the response of a two-level atom to the interrogation oscillator phase noise in Ramsey and multi-Rabi interrogation schemes using a standard quantum mechanical approach. This response is then used to calculate the degradation of the frequency stability of a pulsed atomic frequency standard such as an atomic fountain or an ion trap standard. Comparison is made to an experimental evaluation of this effect in the LPTF Cs fountain frequency standard, showing excellent agreement.