Optimization of a Saturating Control System with Brownian Motion Inputf†
A. T. FULLER · Journal of Electronics and Control · 1961
A non-linear control system with a random input is optimized theoretically. The main process (i.e. the plant) consists of an integrator and is preceded by a saturating amplifier. The random input is Brownian Motion (i.e. an integrated Gaussian white noise). It is found that, for various performance criteria, relay operation of the saturation characteristic is called for, the relay switching function being simply the system error.