Title :
On the Dynamic Response of a Saturating Static Feedback-Controlled Single Integrator Driven by White Noise
Author :
Wen, Zheng ; Roy, Sandip ; Saberi, Ali
Author_Institution :
Stanford Univ., Stanford, CA, USA
fDate :
4/1/2010 12:00:00 AM
Abstract :
In this technical note, we fully characterize the dynamic response of a saturating static feedback-controlled single integrator driven by Gaussian white noise by solving the derived Fokker-Planck equation.
Keywords :
Fokker-Planck equation; Gaussian noise; control nonlinearities; dynamic response; feedback; white noise; Fokker-Planck equation; Gaussian white noise; dynamic response; saturating static feedback-controlled single integrator; Actuators; Additive white noise; Control nonlinearities; Control systems; Differential equations; Eigenvalues and eigenfunctions; Feedback; Nonlinear control systems; Nonlinear equations; Stability; Stochastic processes; White noise; Actuator saturation; dynamic response; white noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2010.2041608
