On the feedback control of stochastic systems tracking prespecified probability density functions
Ozer Elbeyli, Ling Hong, Jian‐Qiao Sun · Transactions of the Institute of Measurement and Control · 2005
This paper studies feedback controls of stochastic systems to track a prespecified probability density function (PDF). The moment equations of the response are used in the control design to illustrate the underlining issues. A hierarchical approach is proposed to design the control for tracking Gaussian and non-Gaussian PDFs. The control design approach is validated by extensive Monte Carlo simulations with a simple example.