We investigate the effect of time-correlated noise on the phase fluctuations of nonlinear oscillators. The analysis is based on a methodology that transforms a system subject to colored noise, modeled as an Ornstein-Uhlenbeck process, into an equivalent system subject to white Gaussian noise. A description in terms of phase and amplitude deviation is given for the transformed system. Using stochastic averaging technique, the equations are reduced to a phase model that can be analyzed to characterize phase noise. We find that phase noise is a drift-diffusion process, with a noise-induced frequency shift related to the variance and to the correlation time of colored noise. The proposed approach improves the accuracy of the previous phase reduced models.

Colored Noise in Oscillators. Phase-Amplitude Analysis and a Method to Avoid the Itô-Stratonovich Dilemma / Bonnin, Michele; Traversa, Fabio L.; Bonani, Fabrizio. - In: IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS. I, REGULAR PAPERS. - ISSN 1549-8328. - STAMPA. - 66:10(2019), pp. 3917-3927. [10.1109/TCSI.2019.2914398]

Colored Noise in Oscillators. Phase-Amplitude Analysis and a Method to Avoid the Itô-Stratonovich Dilemma

Bonnin, Michele;Traversa, Fabio L.;Bonani, Fabrizio
2019

Abstract

We investigate the effect of time-correlated noise on the phase fluctuations of nonlinear oscillators. The analysis is based on a methodology that transforms a system subject to colored noise, modeled as an Ornstein-Uhlenbeck process, into an equivalent system subject to white Gaussian noise. A description in terms of phase and amplitude deviation is given for the transformed system. Using stochastic averaging technique, the equations are reduced to a phase model that can be analyzed to characterize phase noise. We find that phase noise is a drift-diffusion process, with a noise-induced frequency shift related to the variance and to the correlation time of colored noise. The proposed approach improves the accuracy of the previous phase reduced models.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11583/2756072
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