Control for bounded pseudo ARMAX stochastic systems via linear B-spline approximations

Author

Wang, Hong

Author_Institution

Dept. of Paper Sci., Univ. of Manchester Inst. of Sci. & Technol., UK

Volume

4

fYear

2000

fDate

2000

Firstpage

3369

Abstract

Following algorithms for the control of the shape of the output probability density function for general dynamic stochastic systems, this short paper presents the modelling and control algorithms for pseudo ARMAX systems, where different from all the existing ARMAX systems the considered system is subjected to any arbitrary bounded random input and the purpose of the control input design is to make the output probability density function of the system output as close as possible to a given distribution function. At first, the relationship between the input noise distribution and the output distribution is established. This is then followed by the description on the control algorithm design

Keywords

autoregressive moving average processes; control system synthesis; noise; splines (mathematics); stochastic systems; arbitrary bounded random input; bounded pseudo ARMAX stochastic system control; control algorithm design; control input design; distribution function; dynamic stochastic systems; input noise distribution; linear B-spline approximations; output distribution; output probability density function; pseudo ARMAX systems; Algorithm design and analysis; Colored noise; Control systems; Density functional theory; Distribution functions; Linear approximation; Probability density function; Shape control; Spline; Stochastic systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 2000. Proceedings of the 39th IEEE Conference on

Conference_Location

Sydney, NSW

ISSN

0191-2216

Print_ISBN

0-7803-6638-7

Type

conf

DOI

10.1109/CDC.2000.912223

Filename

912223