Pseudo-PID tracking control for a class of output PDFs of general non-gaussian stochastic systems

In this paper a pseudo-PID control strategy is presented for a class of non-Gaussian stochastic systems. To control the output probability density functions (PDFs) to track a given target function, the PID-type control structure is imposed a priori. Following the B-spline approximation on the measured output PDFs, the control objective 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 cast into a group of matrix inequalities. This leads to a feasible controller design procedure that can guarantee the required tracking convergence with enhanced robustness.