Quantized feedback systems perturbed by white noise
| Author(s) : | Daniel Liberzon Roger W. Brockett, |
| Publisher : | N/A |
| Publication Date : | 1998 |
| ISSN : | N/A |
| Abstract : | This paper is concerned with a class of nonlinear feedback systems perturbed by white noise, for which the nonlinearity takes the form of 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 treat a stochastic optimal control problem that can be interpreted as minimization of the cost of implementing a feedback control law. 1, |