计算机技术与发展2017，Vol.27Issue(8)：102-105,4.DOI:10.3969/j.issn.1673-629X.2017.08.021
随机系统稳态概率密度函数控制算法
Dual Control Algorithm for Stochastic System with Parameters Drifting
摘要
Abstract
For nonlinear stochastic systems,the traditional control methods with the mean or variance as control target are difficult to achieve good control effect.The probability density function could express the complete characterization of the system,therefore it can reach an ideal performance.A novel algorithm of probability density function control is proposed for the nonlinear stochastic systems in the stationary case.The relationship between steady-state probability density function and stochastic system is successfully deduced with the method of expanding the probability density function into polynomial according to the FPK equations.An optimization problem is further constructed to solve the over-determined problem of the equations.Thus the gain control of polynomials is calculated according to the requirements of the target probability density function.Its computer implementation steps are given eventually.Simulation illustrates it is effective and feasible,which can be offline computation wwith high efficiency and good control effect.关键词
随机系统/概率密度函数/多项式/非线性Key words
stochastic system/probability density function/polynomial/nonlinear分类
信息技术与安全科学引用本文复制引用
杨恒占,张晓倩,毕雪琴..随机系统稳态概率密度函数控制算法[J].计算机技术与发展,2017,27(8):102-105,4.基金项目
陕西省教育专项科研计划项目(16JK1364) （16JK1364）
