Abstract
This paper presents a linearized approach for the controller design of the shape of the output probability density functions for general stochastic systems. A square root approximation to the output probability density function is realized by a set of B-spline functions. This generally produces a nonlinear state space model for the weights of the B-spline approximation. A linearized model is therefore obtained and embedded into a performance function that measures the tracking error of the output probability density function with respect to a given distribution. By using this performance function as a Lyapunov function for the closed loop system, a feedback control input has been obtained which guarantees the closed loop stability and realizes the perfect tracking. The algorithm described in this paper has been tested on a simulated example and desired results have been achieved.
| Original language | English |
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| Title of host publication | IFAC Proceedings Volumes (IFAC-PapersOnline) |
| Editors | Gabriel Ferrate, Eduardo F. Camacho, Luis Basanez, Juan. A. de la Puente |
| Publisher | IFAC Secretariat |
| Pages | 467-472 |
| Number of pages | 6 |
| Edition | 1 |
| ISBN (Print) | 9783902661746 |
| DOIs | |
| State | Published - 2002 |
| Externally published | Yes |
| Event | 15th World Congress of the International Federation of Automatic Control, 2002 - Barcelona, Spain Duration: Jul 21 2002 → Jul 26 2002 |
Publication series
| Name | IFAC Proceedings Volumes (IFAC-PapersOnline) |
|---|---|
| Number | 1 |
| Volume | 35 |
| ISSN (Print) | 1474-6670 |
Conference
| Conference | 15th World Congress of the International Federation of Automatic Control, 2002 |
|---|---|
| Country/Territory | Spain |
| City | Barcelona |
| Period | 07/21/02 → 07/26/02 |
Funding
The author would like to thank the financial support from the UK EPSRC grant (GB/K97721).
Keywords
- B-splines neural networks
- Dynamic stochastic systems
- Lyapunov stability theory
- Probability density function