Quantized feedback systems perturbed by white noise

Roger W. Brockett, Daniel Liberzon

Research output: Contribution to journalConference articlepeer-review

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.

Original languageEnglish (US)
Pages (from-to)1327-1328
Number of pages2
JournalProceedings of the IEEE Conference on Decision and Control
Volume2
StatePublished - Dec 1 1998
Externally publishedYes
EventProceedings of the 1998 37th IEEE Conference on Decision and Control (CDC) - Tampa, FL, USA
Duration: Dec 16 1998Dec 18 1998

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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