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针对一类仿射非线性有界动态随机系统,提出一种最优概率密度函数(PDF)跟踪控制算法,使得系统的输出PDF跟踪给定的PDF.首先利用线性B样条解耦得到仿射非线性状态方程和PDF逼近方程,使PDF跟踪转化为状态方程输出权值的跟踪;然后采用线性时变序列逼近方法将非线性系统转化为线性时变系统,通过对线性系统的迭代运算得到非线性系统的最优跟踪控制器,从而实现最优PDF跟踪.理论分析和仿真实验均表明了所提出算法的有效性.
Aiming at a class of affine nonlinear bounded dynamic random systems, an optimal PDF (PDF) tracking control algorithm is proposed to make the output PDF of the system track a given PDF. Affine is first obtained by linear B-spline decoupling Nonlinear equation of state and PDF approximation equation so that the PDF tracking can be transformed into the tracking of the output weight of the equation of state. Then, the linear time-varying sequence approximation method is used to transform the nonlinear system into a linear time-varying system. Linear system optimal tracking controller to achieve the optimal PDF tracking.Theoretical analysis and simulation experiments show that the proposed algorithm is effective.