Probability density function shape control for stochastic systems with time-delay
Long Chen, Tao Li, Zhuxiang Dai, Zhong Lu · 2017
In this paper, a shape control strategy is proposed for the stochastic distributed systems with time-delay. This strategy can effectively achieve the output of the system tracking a given target distribution. The square root rational B-spline(SR-RBS) expansion technique is used to approximate the output probability density function(PDF), thus the original stochastic system can be transformed into a weight dynamic system. In this framework, a new shape control strategy is proposed for this weight dynamic system. The strategy can track the given output distribution with optimal performance. Finally, the numerical simulation are showed to the effectiveness of the proposed method.