Title :
Control for bounded pseudo ARMAX stochastic systems via linear B-spline approximations
Author_Institution :
Dept. of Paper Sci., Univ. of Manchester Inst. of Sci. & Technol., UK
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;
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6638-7
DOI :
10.1109/CDC.2000.912223
