The possibilities of studying nonlinear physical systems by small feedback action are discussed. Analytical bounds of possible system energy change by feedback are established. It is shown that for 1-DOF nonlinear oscillator the change of energy by feedback can reach the limit achievable for linear oscillator by harmonic (nonfeedback) action. Such a phenomenon is called feedback resonance. Speed-Gradient based method of creating feedback resonance in nonlinear multi-DOF oscillators is described. Example problem of escape from a potential well is studied by computer simulation.