Dynamics of the Phase-Locked Loop without a Limiter

The general (nth order) phase-locked loop is analyzed, of which the amplitude is not constant. The input carrier signal is amplitude-modulated by wide-band stationary Gaussian noise, and the signal, superposed with the additive white stationary Gaussian noise, enters the nonlimited phase-locked loop. Under the above assumptions the loop can be shown to constitute an n-dimensional vector Markov process, so that the process satisfies the n-dimensional Fokker-Plank equation. The probability density function depends on the effective loop signal-to-noise ratio and the effective modulation power.