Generalized discrete-time PI control of output PDFs using square root B-spline expansion |
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Authors: | Lei Guo |
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Affiliation: | Department of Electrical Engineering and Electronics, Control Systems Centre, UMIST, PO Box 88, Manchester M60 1QD, UK |
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Abstract: | A new control approach is proposed for the probability density function (PDF) control of non-Gaussian stochastic systems using PI controllers. Using the square root output PDF model and the weight dynamics, the PDF tracking is transformed to a constrained dynamical tracking control problem for weight dynamics, where LMI techniques are used to design a generalized PI controller such that stability, state constraints and tracking performances can be guaranteed simultaneously. |
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Keywords: | Probability density function (PDF) PI control Stochastic control Stability Tracking control |
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