Design of feedback control of a nonlinear stochastic system for targeting a pre-specified stationary probability distribution
| Autor: | C.X. Zhu, Yongfeng Yang, W.Q. Zhu |
|---|---|
| Rok vydání: | 2012 |
| Předmět: |
Lyapunov function
Stationary distribution Mechanical Engineering Feedback control Aerospace Engineering Ocean Engineering Statistical and Nonlinear Physics Probability density function Condensed Matter Physics symbols.namesake Nonlinear system Nuclear Energy and Engineering Control theory symbols Transient (oscillation) Civil and Structural Engineering Mathematics Stationary probability distribution |
| Zdroj: | Probabilistic Engineering Mechanics. 30:20-26 |
| ISSN: | 0266-8920 |
| DOI: | 10.1016/j.probengmech.2012.03.002 |
| Popis: | An innovative approach to designing feedback control of a nonlinear stochastic system for targeting a pre-specified stationary probability density function (SPDF) is proposed based on the techniques for obtaining the exact stationary solutions of nonlinear stochastic system. First, the techniques for obtaining the exact stationary solutions of nonlinear stochastic systems, including the stationary potential and the generalized stationary potential, are briefly reviewed. Then, the approach to designing the feedback control of nonlinear stochastic systems for targeting a pre-specified SPDF and the Lyapunov function method for proving that the transient PDF of the controlled systems do converge to the pre-specified SPDF are presented. Finally, two examples are worked out in detail to illustrate the proposed approach and its effectiveness. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|
Full Text from ScienceDirect