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Zbl 1216.93057
Zhu, C.X.; Zhu, W.Q.
Feedback control of nonlinear stochastic systems for targeting a specified stationary probability density.
(English)
[J] Automatica 47, No. 3, 539-544 (2011). ISSN 0005-1098

Summary: In the present paper, an innovative procedure for designing the feedback control of Multi-Degree-Of-Freedom (MDOF) nonlinear stochastic systems to target a specified Stationary Probability Density Function (SPDF) is proposed based on the technique for obtaining the exact stationary solutions of the dissipated Hamiltonian systems. First, the control problem is formulated as a controlled, dissipated Hamiltonian system together with a target SPDF. Then the controlled forces are split into a conservative part and a dissipative part. The conservative control forces are designed to make the controlled system and the target SPDF have the same Hamiltonian structure (mainly the integrability and resonance). The dissipative control forces are determined so that the target SPDF is the exact stationary solution of the controlled system. Five cases, i.e., non-integrable Hamiltonian systems, integrable and non-resonant Hamiltonian systems, integrable and resonant Hamiltonian systems, partially integrable and non-resonant Hamiltonian systems, and partially integrable and resonant Hamiltonian systems, are treated respectively. A method for proving that the transient solutions of the controlled systems approach the target SPDF as $t\rightarrow \infty$ is introduced. Finally, an example is given to illustrate the efficacy of the proposed design procedure.
MSC 2000:
*93B52 Feedback control
93E03 General theory of stochastic systems

Keywords: nonlinear stochastic systems; stationary probability density function; feedback control; exact stationary solution

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