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

Roger W. Brockett, Daniel Liberzon

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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.

Original languageEnglish (US)
Title of host publicationProceedings of the 1998 American Control Conference, ACC 1998
Pages264-268
Number of pages5
DOIs
StatePublished - Dec 1 1998
Externally publishedYes
Event1998 American Control Conference, ACC 1998 - Philadelphia, PA, United States
Duration: Jun 24 1998Jun 26 1998

Publication series

NameProceedings of the American Control Conference
Volume1
ISSN (Print)0743-1619

Other

Other1998 American Control Conference, ACC 1998
CountryUnited States
CityPhiladelphia, PA
Period6/24/986/26/98

ASJC Scopus subject areas

  • Electrical and Electronic Engineering

Fingerprint Dive into the research topics of 'On explicit steady-state solutions of Fokker-Planck equations for a class of nonlinear feedback systems'. Together they form a unique fingerprint.

Cite this