The probability density function adjust for uncertain stochastic systems
作者单位：School of Electronics and Information EngineeringXi'an Technological University School of Automation and Information EngineeringXi'an University of Technology
会议名称：《第37届中国控制会议》
会议日期：2018年
学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学]
基 金：supported by the National Natural Science Foundation of China(61773016) Science and Technology Program of Shaanxi Province,China(2017SF-142) Shaanxi Key Laboratory of Complex System Control and Intelligent Information Processing(2016CP02)
关 键 词：Nonlinear stochastic systems Probability density function FPK equation
摘 要：For nonlinear stochastic systems,aprobability density function adjust algorithm is presented in this ***,the state equation and the control equation are supposed to be the polynomial form,and an exponential form is used to represent probability density ***,the equations with respect to Taylor series expansion coefficients and adjust gain according to the parameter relationships under steady-state conditions is obtained from FPK ***,the corresponding relationship between Taylor expansion coefficients and the polynomial coefficients of the control equation can be obtained through solving the *** an optimization problem of track-target probability density function is *** obtaining the optimization solution,the adjust gain can be ***,examples show the effectiveness of the proposed method.