PID controller design for output PDFs of stochastic systems using linear matrix inequalities

PID controller design for output PDFs of stochastic systems using linear matrix inequalities
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DOI:
10.1109/tsmcb.2004.839906
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发表时间:
2005-02
期刊:
IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics)
影响因子:
--
通讯作者:
Lei Guo;Hong Wang
Lei Guo;Hong Wang
中科院分区:
其他
文献类型:
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作者:
Lei Guo;Hong Wang

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针对一般非高斯随机系统,提出了一种基于输出概率密度函数的线性B样条模型的伪比例积分导数跟踪控制策略。目标是控制系统输出的条件PDF以遵循给定的目标函数。与现有方法不同的是,在输出PDF控制器设计之前施加了控制结构(即PID)。在对测量的输出PDF进行线性B样条线逼近后,相关问题被转化为对与期望PDF相对应的给定权重的跟踪。对于有或没有模型不确定性的系统,证明了系统的可解性可以归结为一组矩阵不等式。在此基础上,提出了一种改进的基于凸优化的控制器设计方法,在保证跟踪收敛的同时增强了系统的鲁棒性。仿真结果表明了该方法的有效性,并取得了令人鼓舞的结果。
This paper presents a pseudo proportional-integral-derivative (PID) tracking control strategy for general non-Gaussian stochastic systems based on a linear B-spline model for the output probability density functions (PDFs). The objective is to control the conditional PDFs of the system output to follow a given target function. Different from existing methods, the control structure (i.e., the PID) is imposed before the output PDF controller design. Following the linear B-spline approximation on the measured output PDFs, the concerned problem is transferred into the tracking of given weights which correspond to the desired PDF. For systems with or without model uncertainties, it is shown that the solvability can be casted into a group of matrix inequalities. Furthermore, an improved controller design procedure based on the convex optimization is proposed which can guarantee the required tracking convergence with an enhanced robustness. Simulations are given to demonstrate the efficiency of the proposed approach and encouraging results have been obtained.