On explicit steady-state solutions of Fokker-Planck equations for a class of nonlinear feedback systems

Author

Brockett, Roger W. ; Liberzon, Daniel

Author_Institution

Div. of Eng. & Appl. Sci., Harvard Univ., Cambridge, MA, USA

Volume

1

fYear

1998

fDate

21-26 Jun 1998

Firstpage

264

Abstract

We study the question of existence of steady-state probability distributions for systems perturbed by white noise. We describe a class of nonlinear feedback systems for which an explicit formula for the steady-state probability density can be found. These systems include what has been called monotemperaturic systems in earlier work. We also establish relationships between the steady-state probability densities and Liapunov functions for the corresponding deterministic systems

Keywords

Fokker-Planck equation; Lyapunov methods; feedback; nonlinear systems; probability; thermodynamics; white noise; Fokker-Planck equations; Liapunov functions; deterministic systems; explicit steady-state solutions; monotemperaturic systems; nonlinear feedback systems; steady-state probability density; steady-state probability distributions; white noise; Eigenvalues and eigenfunctions; Feedback; Laboratories; Linear systems; Nonlinear equations; Nonlinear systems; Probability distribution; Steady-state; Stochastic systems; White noise;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference, 1998. Proceedings of the 1998

Conference_Location

Philadelphia, PA

ISSN

0743-1619

Print_ISBN

0-7803-4530-4

Type

conf

DOI

10.1109/ACC.1998.694672

Filename

694672