The power spectral density of an oscillator with bilinear stiffness excited by Gaussian white noise is considered. A method originally proposed by Krenk and Roberts [J Appl Mech 66 (1999) 225] relying on slowly changing energy for lightly damped systems is applied. In this method an approximate solution for the power spectral density at a given energy level is obtained by considering local similarity with the free undamped response. The total spectrum is obtained by integrating over all energy levels weighting each with the stationary probability density of the energy. The accuracy of the approximate analytical solution is demonstrated by comparing with results obtained by stochastic simulation. It is shown how the method successfully captures the broadening of the resonance peak and the presence of higher harmonics in the power spectral density of strongly non-linear systems. (C) 2003 Elsevier Ltd. All rights reserved.