The fluctuation-dissipation theorem - A control-theoretic perspective
by
Henrik Sandberg(KTH Electrical Engineering)
→
Europe/Stockholm
122:028
122:028
Description
The fluctuation-dissipation theorem is a result of major importance in the field of statistical mechanics. It reveals a surprisingly simple relation between a dynamical system's response to small external perturbations and its inherent thermal noise. Harry Nyquist derived an early version of the theorem in 1928, which gave rise to the term "Nyquist noise". His result has found widespread use in circuit theory, for example. In this talk, we will present the theorem and explain how it can be understood from a control-theoretic perspective. This is followed by an example on how it can be applied in a control loop to derive limitation on measurements and back-action of
sensors.