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

Volume

2

fYear

1998

fDate

16-18 Dec 1998

Firstpage

1327

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;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1998. Proceedings of the 37th IEEE Conference on

Conference_Location

Tampa, FL

ISSN

0191-2216

Print_ISBN

0-7803-4394-8

Type

conf

DOI

10.1109/CDC.1998.758466

Filename

758466