Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

Given the Langevin equation written in the form:

$$\ddot{x}(t)+\lambda \dot{x}(t)=\mu(t)$$

if $\mu(t)$ is noise with gaussian $pdf$, the solution is well known in therms of the spectrum of the $x(t)$ Now, my question is: if $\mu(t)$ is a random variable with uniform $pdf$, what is the spectrum of $x(t)$?

Thanks in advance for every suggestion

share|cite|improve this question

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.