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非线性随机系统的概率密度追踪控制

DOI: 10.3724/SP.J.1004.2012.00197, PP. 197-205

Keywords: 等效非线性系统法,随机反馈控制,Lyapunov函数法,概率密度函数

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Abstract:

?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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