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非线性随机系统的概率密度追踪控制

朱晨烜 柳扬

朱晨烜, 柳扬. 非线性随机系统的概率密度追踪控制. 自动化学报, 2012, 38(2): 197-205. doi: 10.3724/SP.J.1004.2012.00197
引用本文: 朱晨烜, 柳扬. 非线性随机系统的概率密度追踪控制. 自动化学报, 2012, 38(2): 197-205. doi: 10.3724/SP.J.1004.2012.00197
ZHU Chen-Xuan, LIU Yang. Target Control Design for Stationary Probability Density Function of Nonlinear Stochastic System. ACTA AUTOMATICA SINICA, 2012, 38(2): 197-205. doi: 10.3724/SP.J.1004.2012.00197
Citation: ZHU Chen-Xuan, LIU Yang. Target Control Design for Stationary Probability Density Function of Nonlinear Stochastic System. ACTA AUTOMATICA SINICA, 2012, 38(2): 197-205. doi: 10.3724/SP.J.1004.2012.00197

非线性随机系统的概率密度追踪控制

doi: 10.3724/SP.J.1004.2012.00197
详细信息
    通讯作者:

    朱晨烜, 西北工业大学力学与土木建筑学院博士研究生. 主要研究方向为随机最优控制和过程控制. E-mail: chenxuan6331@gmail.com

Target Control Design for Stationary Probability Density Function of Nonlinear Stochastic System

  • 摘要: 针对目前非线性随机系统控制方法的设计复杂、 计算成本高以及缺乏稳定性或收敛性证明等缺点, 提出了一种全新的基于等效非线性系统法求近似稳态解的思想设计的非线性随机系统的反馈控制, 使受控系统输出的稳态概率密度函数逼近事先给定的目标概率密度函数. 利用 Lyapunov 函数法证明了受控系统的收敛性. 数学仿真结果证明了这种方法的可行性和正确性.
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出版历程
  • 收稿日期:  2011-05-26
  • 修回日期:  2011-10-13
  • 刊出日期:  2012-02-20

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