| 一类非线性系统Fokker-Planck方程的解法 |
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| 引用本文： | 薛定宇.一类非线性系统Fokker-Planck方程的解法[J].自动化学报,1996,22(3):323-331. |
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| 作者姓名： | 薛定宇 |
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| 作者单位： | 1.东北大学控制与仿真研究中心,沈阳 |
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| 基金项目： | 辽宁省博士启动基金,国家教委回国人员基金 |
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| 摘 要： | 通过对一类典型非线性反馈系统的分析,提出一处对一阶和二阶反馈非线性系统的稳态
Fokker-Planck方程的解析解法.根据这一方法,再利用最优降阶技术,提出高阶系统的近似
解,并将其与RDF方法得出的近似解在精度上加以比较,得出有益的结论.
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| 关 键 词： | 非线性系统Fokker-Planck方程 随机输入 模型降阶 最优化方法 |
| 收稿时间： | 1994-3-21 |
Fokker-Planck Equation Solutions for A Class of Nonlinear Systems |
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| Xue Dingyu.Fokker-Planck Equation Solutions for A Class of Nonlinear Systems[J].Acta Automatica Sinica,1996,22(3):323-331. |
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| Authors: | Xue Dingyu |
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| Affiliation: | 1.Control&Simulation Res.Cenire,Northeastern Univ.Shenyang |
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| Abstract: | A class of typical feedback nonlinear systems is analysed. By this analysis, analytical solutions of the steady-state Fokker-Planck equations for first-and second-order systems can be obtained. Based on this algorithm, together with the optimal reduction technique, approximate solutions for Fokker-Planck equation of high order systems can also be obtained. The accuracy of the approximate solutions is compared with that of the traditional RDF method and satisfactory conclusions are obtained. |
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| Keywords: | Nonlinear systems Fokker-Planck equation stochastic input model reduction optimisation method |
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