The non linear control algorithm with actuator saturation for a randomly excited oscillator has been widely explored and has shown promising results, but the probabilistic analysis of the algorithm has been rarely made due to its non-linear nature and the fact that the analytical solution of probability density function (PDF) for controlled responses does not exist. In this paper, a method for the probabilistic analysis on the non linear control algorithm with actuator saturation is proposed based on the equivalent non linear system method. Numerical examples are given to verify the approximation solution of PDF comparing to a statistically obtained PDF using a Gaussian white noise and a Kanai - Tagimi filtered Gaussian white noise.