The Response of Nonlinear Closed-Loop Systems to Random Inputs

Abstract

A dual-input describing function (DIDF) is derived for sine waves and Guassian noise. The derivation follows the correlation method used in [1]. In this paper only single-valued nonlinearities are discussed but extension to multivalued nonlinear elements appears possible. The DIDF is used to investigate the stability and closed-loop response of nonlinear systems excited by random noise. Previous investigations have provided only for the random component at the input to the nonlinear element. It is shown that previous work is invalid insofar as it neglects the possibility of oscillations in the nonautonomous system if the autonomous system is stable and vice versa. Two examples are presented which show (i) the necessity of the DIDF approach for systems which are stable without input, and (ii) the possibility of successfully obtaining stable response to certain classes of inputs with systems which appear unstable without inputs. The present investigation is an extension of the authors’ previous work on the stability and closed-loop response of nonlinear systems excited by sinusoidal inputs [2].