Abstract
In this paper, we propose a shape-control scheme for non-linear stochastic dynamical systems to enable us to shape the probability density function (PDF) of the state variable. First, we derive the PDF analytical expression using the Fokker-Planck-Kolmogorov (FPK) equation obtained from stochastic systems. Then, we control the PDF shape by devising a piecewise linear control law whose parameters are calculated using the conjugated gradient method. Finally, we perform contrast simulation experiments to validate the effectiveness and superiority of the proposed algorithm.
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