Abstract
Relay control systems subjected to random disturbance and random desired variables have been often analyzed by using statistical linearization method. But the results analyzed by this method are not satisfactory, it is more desirable to know the probability density functions of the error, which are obtained as the solutions of the Fokker-Planck equations representing these stochastic relay control systems.
However, in many cases, it is difficult to solve the Fokker-Planck equations by analytical methods. Numerical calculations based on the finite difference method are useful.
In this paper, the Fokker-Planck equations for the general class of relay control systems subjected to random inputs are derived and the boundary conditions are shown by using the concept of probability flow. Next some numerical techniques are shown. Finally examples of numerical analysis of relay control systems subjected to random inputs are discussed. These results are compared with the digital simulations.
