Abstract
This paper presents a new method to model and control the shape of the output probability density functions for dynamic stochastic systems subjected to arbitrary bounded random input. A new rational model is proposed to approximate the output probability density function of the system. This is then followed by the design of a novel nonlinear controller, which guarantees the monotonic decreasing of the functional norm of the difference between the measured probability density function and its target distribution. This leads to a desired tracking performance for the output probability density function. A simple example is utilized to demonstrate the use of the proposed modelling and control algorithm and encouraging results have been obtained.
Original language | English |
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Pages (from-to) | 93-105 |
Number of pages | 13 |
Journal | Transactions of the Institute of Measurement and Control |
Volume | 25 |
Issue number | 2 |
DOIs | |
Publication status | Published - 2003 |
Keywords
- stochastic systems
- rational spline model
- dynamic stochastic systems