Shaping the PDF of the state variable based on piecewise linear control for non-linear stochastic systems

作     者：Lingzhi WANG Fucai QIAN 

作者机构：School of Automation and Information Engineering Xi'an University of Technology School of Automation Xi'an University of Posts and Telecommunications Key Laboratory of Spacecraft In-orbit Fault Diagnosis and RepairXi'an Satellite Control Center 

出 版 物：《Science China(Information Sciences)》 (中国科学:信息科学(英文版))

年 卷 期：2016年第59卷第11期

页      面：106-116页

核心收录：

学科分类：0711[理学-系统科学] 07[理学] 08[工学] 081101[工学-控制理论与控制工程] 0811[工学-控制科学与工程] 071102[理学-系统分析与集成] 081103[工学-系统工程] 

基　　金：supported by National Natural Science Foundation of China (Grant Nos. 61273127, U1534208) Key Program of National Natural Science Foundation of China (Grant No. 61533014) Key Laboratory for Fault Diagnosis and Maintenance of Spacecraft in Orbit (Grant No. SDML OF2015004) Scientific Research Plan Projects of Shannxi Education Department (Grant Nos. 16JK1690) 

主　　题：non-linear stochastic systems probability density function shape control piecewise linear control Fokker-Planck-Kolmogorov(FPK) equation 

摘      要：In this paper, we propose a shape-control scheme for non-linear stochastic dynamical systems to enable us to shape the probability density function(PDF) of the state variable. First, we derive the PDF analytical expression using the Fokker-Planck-Kolmogorov(FPK) equation obtained from stochastic ***, we control the PDF shape by devising a piecewise linear control law whose parameters are calculated using the conjugated gradient method. Finally, we perform contrast simulation experiments to validate the effectiveness and superiority of the proposed algorithm.