Carleman linearisation based estimation technique for a noise influenced electronic circuit

Noise is an inherent characteristic of electronic circuits. In this Letter, the authors propose a novel estimation technique for a noise influenced electronic circuit. Stochasticity is accounted for by utilising Ito's stochastic calculus. This novel estimation technique unifies the Carleman linearisation with the Fokker–Planck equation for the Ito stochastic differential equations. To show the effectiveness of the proposed method, numerical simulation results are presented for a benchmark tunnel diode oscillator circuit. This method is beneficial to other electronic circuits for estimating the state trajectories under the influence of randomness when observations are not available.