Jump phenomena of the output signal of control systems containing nonlinear elements with memory

The jump phenomena of the output signal of control systems containing nonlinear elements with memory excited by input signals are presented. The input signal is assumed to be a stationary random process with a normal distribution. By applying the statistical linearization technique to the control system described by the nonlinear differential equation of the third order, the statistical characteristics of the output signal are computed numerically and the jump phenomena are discussed.