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

Lei Guo; Hong Wang

doi:10.1016/j.automatica.2004.08.007

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

Research output: Contribution to journal › Article › peer-review

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. © 2004 Elsevier Ltd. All rights reserved.

Original language	English
Pages (from-to)	159-162
Number of pages	3
Journal	Automatica
Volume	41
Issue number	1
DOIs	https://doi.org/10.1016/j.automatica.2004.08.007
Publication status	Published - Jan 2005

Keywords

PI control
Probability density function (PDF)
Stability
Stochastic control
Tracking control

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10.1016/j.automatica.2004.08.007

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title = "Generalized discrete-time PI control of output PDFs using square root B-spline expansion",

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. {\textcopyright} 2004 Elsevier Ltd. All rights reserved.",

keywords = "PI control, Probability density function (PDF), Stability, Stochastic control, Tracking control",

author = "Lei Guo and Hong Wang",

year = "2005",

month = jan,

doi = "10.1016/j.automatica.2004.08.007",

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AU - Wang, Hong

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AB - 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. © 2004 Elsevier Ltd. All rights reserved.

KW - PI control

KW - Probability density function (PDF)

KW - Stability

KW - Stochastic control

KW - Tracking control

U2 - 10.1016/j.automatica.2004.08.007

DO - 10.1016/j.automatica.2004.08.007

M3 - Article

SN - 0005-1098

VL - 41

SP - 159

EP - 162

JO - Automatica

JF - Automatica

IS - 1

ER -

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

Abstract

Keywords

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