Stochastic response of colored noise parametric system

Interaction between system and disturbance results in system with time-dependent parameter. Parameter variation due to interaction has random characteristics. Most of the randomly varying parameters in control problem is regarded as white noise random process which is not a realistic model. In real situation those random variation is colored noise random process. Modified F-P-K equation is proposed to get the response of the random parametric system using some correction factor. Proposed technique is employed to obtain the colored noise parametric system response and confirmed via Monte-Carlo Simulation.