Date:

2025-04-30

Title of Paper:

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

Journal:

Trans. Institute of Measurement and Control

Summary:

Abstract: 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.

Co-author:

O. Elbeyli, L. Hong, J. Q. Sun

Volume:

27(5):

Page Number:

319-329

Translation or Not:

No

Date of Publication:

2005-11-16