Nonlinear feedback systems perturbed by noise: steady-state probability distributions and optimal control
نویسندگان
چکیده
منابع مشابه
Nonlinear feedback systems perturbed by noise: steady-state probability distributions and optimal control
In this paper we describe a class of nonlinear feedback systems perturbed by white noise for which explicit formulas for steady-state probability densities can be found. We show that this class includes what has been called monotemperaturic systems in earlier work and establish relationships with Lyapunov functions for the corresponding deterministic systems. We also treat a number of stochasti...
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2000
ISSN: 0018-9286
DOI: 10.1109/9.863596