6533b86efe1ef96bd12cb5e4
RESEARCH PRODUCT
Stability in a System subject to Noise with Regulated Periodicity
Bernardo SpagnoloAlexander A. DubkovDavide ValentiO. A. Chichiginasubject
Fluctuation phenomena random processes noise and Brownian motionPeriodicityStochastic processProbability theory stochastic processes and statisticStochastic analysis methodsOrnstein–Uhlenbeck processModels TheoreticalStability (probability)Settore FIS/03 - Fisica Della MateriaStable processsymbols.namesakeStochastic differential equationNoiseControl theorysymbolsPareto distributionRenewal theoryStatistical physicsMathematicsdescription
The stability of a simple dynamical system subject to multiplicative one-side pulse noise with hidden periodicity is investigated both analytically and numerically. The stability analysis is based on the exact result for the characteristic functional of the renewal pulse process. The influence of the memory effects on the stability condition is analyzed for two cases: (i) the dead-time-distorted poissonian process, and (ii) the renewal process with Pareto distribution. We show that, for fixed noise intensity, the system can be stable when the noise is characterized by high periodicity and unstable at low periodicity.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2011-08-23 |