Title :
Approximate Analysis of Nonlinear Systems Driven by Gaussian White Noise
Author :
Xue, Dingyu ; Atherton, D.P.
Author_Institution :
School of Engineering, The University of Sussex, Falmer, Brighton BNI 9QT, U.K.; Dept of Automatic Control, Northeast Univ. of Technology, Shenyang 110006, P.R. China
Abstract :
In this paper an approximate analysis approach for high order nonlinear systems driven by Gaussian white noise is presented. The algorithm is based on the exact solution to the Fokker-Planck equation of a second order system and as optimal model reduction technique. An illustrative example is given to show the appication of this approximate approach from which it can be seen that the accuracy of the method is better than that of the random describing function method.
Keywords :
Analytical models; Control system synthesis; Nonlinear equations; Nonlinear systems; Piecewise linear approximation; Reduced order systems; Signal analysis; Steady-state; Stochastic systems; White noise; Fokker-Planck equation; Model reduction; Nonlinear systems; Simulation analysis; Stochastic control;
Conference_Titel :
American Control Conference, 1992
Conference_Location :
Chicago, IL, USA
Print_ISBN :
0-7803-0210-9
