Using Numerical Solutions in the Fourier Method for the Fokker-Planck-Kolmogorov Equation in the Analysis of First-Order Stochastic Nonlinear Systems for Nonlinear Detectors

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Scientific paper

We present a method for analyzing the characteristics of nonlinear detectors using the algorithms of first-order nonlinear differential equations. This method is based on numerical solutions of the Fokker-Planck-Kolmogorov (FPK) equations in the form of series of functions over Hermite-Chebyshev polynomials for both nonlinear systems and their linear counterparts. The results of the solutions for the linear case are extended to nonlinear systems in a recurrent way.

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