  We consider a system in direct contact with a thermal reservoir and which, if
left unperturbed, is well described by a memory-less equilibrium Langevin
equation of the second order in the time coordinate. In such conditions, the
strength of the noise fluctuations is set by the damping factor, in accordance
with the Fluctuation and Dissipation theorem. We study the system when it is
subject to a feedback mechanism, by modifying the Langevin equation
accordingly. Memory terms now arise in the time evolution, which we study in a
non-equilibrium steady state. Two types of feedback schemes are considered, one
focusing on time shifts and one on phase shifts, and for both cases we evaluate
the power spectrum of the system's fluctuations. Our analysis finds application
in feedback cooled oscillators, such as the Gravitational Wave detector AURIGA.
