Title :
Quantized feedback systems perturbed by white noise
Author :
Brockett, Roger W. ; Liberzon, Daniel
Author_Institution :
Div. of Eng. & Appl. Sci., Harvard Univ., Cambridge, MA, USA
Abstract :
This paper treats a class of nonlinear feedback systems perturbed by white noise, the nonlinearity being given by a piecewise constant function of a certain type. We obtain explicit formulae for steady-state probability densities associated with such systems. This result is used to address a stochastic optimal control problem that can be interpreted as minimization of the cost of implementing a feedback control law
Keywords :
feedback; minimisation; nonlinear control systems; optimal control; piecewise constant techniques; probability; quantisation (signal); stochastic systems; white noise; feedback control law; implementation cost minimization; nonlinear feedback systems; piecewise constant function; quantized feedback systems; steady-state probability densities; stochastic optimal control problem; white noise; Control systems; Cost function; Differential equations; Eigenvalues and eigenfunctions; Feedback control; Optimal control; Steady-state; Stochastic processes; Stochastic resonance; White noise;
Conference_Titel :
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location :
Tampa, FL
Print_ISBN :
0-7803-4394-8
DOI :
10.1109/CDC.1998.758466
