Non-linear Control of Output Probability Density Function for Linear Armax Systems

نویسندگان

  • H. Yue
  • H. Wang
چکیده

A new control algorithm has been developed for linear stochastic ARMAX systems subjected to arbitrary random inputs. The purpose is to make the shape of the output probability density function (PDF) to be as close as possible to a target PDF. A feedback control function is formulated to re-configure the open-loop linear system into a non-linear closed-loop system, where the vector of control parameters has been designed so as to minimize the difference between the output and the target PDFs. Issues of closed-loop stability are discussed.

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تاریخ انتشار 2004