Technical Communique: Generalized discrete-time PI control of output PDFs using square root B-spline expansion

Authors:
Lei Guo;Hong Wang
Affiliations:
Department of Electrical Engineering and Electronics, Control Systems Centre, UMIST, PO Box 88, Manchester M60 1QD, UK;Department of Electrical Engineering and Electronics, Control Systems Centre, UMIST, PO Box 88, Manchester M60 1QD, UK
Venue:
Automatica (Journal of IFAC)
Year:
2005

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Abstract

A new control approach is proposed for the probability density function (PDF) control of non-Gaussian stochastic systems using PI controllers. Using the square root output PDF model and the weight dynamics, the PDF tracking is transformed to a constrained dynamical tracking control problem for weight dynamics, where LMI techniques are used to design a generalized PI controller such that stability, state constraints and tracking performances can be guaranteed simultaneously.