Equivalent linearization for Poisson white noise input

The equivalent linearization method developed for the analysis of nonlinear systems with Gaussian input is extended to the case of Poisson white noise input. The Poisson white noise process can be viewed as a sequence of independent identically distributed random pulses arriving at Poisson times. The analysis is based on the general theory of filtered Poisson processes and concepts of the equivalent linearization method. Two examples are presented to demonstrate and evaluate the generalized equivalent linearization method.