On the feedback control of stochastic systems tracking prespecified probability density functions

被引：16

作者：

Elbeyli, O ^{[1
]}

Hong, L ^{[1
]}

Sun, JQ ^{[1
]}

机构：

[1] Univ Delaware, Dept Mech Engn, Newark, DE 19716 USA

来源：

TRANSACTIONS OF THE INSTITUTE OF MEASUREMENT AND CONTROL | 2005年 / 27卷 / 05期

关键词：

PDF-based control; PDF tracking; stochastic control; transient covariance control;

D O I：

10.1191/0142331205tm154oa

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper studies feedback controls of stochastic systems to track a prespecified probability density function (PDF). The moment equations of the response are used in the control design to illustrate the underlining issues. A hierarchical approach is proposed to design the control for tracking Gaussian and non-Gaussian PDFs. The control design approach is validated by extensive Monte Carlo simulations with a simple example.

引用

页码：319 / 329

页数：11

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