An Analytical Solution of the Fokker-Planck Equation in the Phase-Locked Loop Transient Analysis
Weijian Zhang · IRE Transactions on Communications Systems · 1987
The transient behavior analysis of the phase-locked loop phase error process has resulted in a Fokker-Planck equation for which various numerical techniques have been proposed by many authors. In this paper, an analytical solution of the Fokker-Planck equation is obtained based upon the Girsanov transformation.