Control of conditional output probability density functions for general nonlinear and non-Gaussian dynamic stochastic systems

2003 ◽  
Vol 150 (1) ◽  
pp. 55-60 ◽  
Author(s):  
H. Wang
Keyword(s):  
Probability Density ◽  
Stochastic Systems ◽  
Probability Density Functions ◽  
Density Functions ◽  
Dynamic Stochastic ◽  
Non Gaussian ◽  
Output Probability

Feedback Control of Stochastic Systems to Track Prespecified Probability Density Functions

2005 ◽  
Author(s):  
Ozer Elbeyli ◽  
J. Q. Sun
Keyword(s):  
Probability Density ◽  
Stochastic Systems ◽  
Control Design ◽  
Probability Density Functions ◽  
Density Functions ◽  
Moment Equations ◽  
Feedback Controls ◽  
The Moment ◽  
Non Gaussian ◽  
Probability Density Function Pdf

We present a study of 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 demonstrated with a simple example.

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