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 language | English (US) |
|---|---|
| Pages (from-to) | 1327-1328 |
| Number of pages | 2 |
| Journal | Proceedings of the IEEE Conference on Decision and Control |
| Volume | 2 |
| State | Published - 1998 |
| Externally published | Yes |
| Event | Proceedings of the 1998 37th IEEE Conference on Decision and Control (CDC) - Tampa, FL, USA Duration: Dec 16 1998 → Dec 18 1998 |
ASJC Scopus subject areas
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization