Abstract
Letx(t)be the Ornstein-Uhlenbeck process andy(t)the result of low-passRCfiltering of sgnx(t). This paper considers the problem of determining the first-order probability density function ofy(t). The approach is to apply the\nuth-order Fokker-Planck-Kolmogorov type equations. Based upon an assumption as to the linearity of a coefficient of the resulting differential equation, a closed-form solution is obtained forp(y). The result agrees with the previous work of Doyle, McFadden and Marx who solved the special case when the bandwidth of theRCfilter is twice the bandwidth of the input noise. The result also agrees, to within experimental error, with a Monte Carlo simulation over four orders of magnitude of variation of the ratio of the bandwidths of theRCfilter and the input process.