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A Novel Data-based Stochastic Distribution Control for Non-Gaussian Stochastic Systems
Zhang, Qichun Wang, H.
Zhang, Qichun
Wang, H.
Publication Date
2022-03
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© 2022 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
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openAccess
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2021-03-05
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Abstract
This note presents a novel data-based approach to investigate the non-Gaussian stochastic distribution control problem. As the motivation of this note, the existing methods have been summarised regarding to the drawbacks, for example, neural network weights training for unknown stochastic distribution and so on. To overcome these disadvantages, a new transformation for dynamic probability density function is given by kernel density estimation using interpolation. Based upon this transformation, a representative model has been developed while the stochastic distribution control problem has been transformed into an optimisation problem. Then, data-based direct optimisation and identification-based indirect optimisation have been proposed. In addition, the convergences of the presented algorithms are analysed and the effectiveness of these algorithms has been evaluated by numerical examples. In summary, the contributions of this note are as follows: 1) a new data-based probability density function transformation is given; 2) the optimisation algorithms are given based on the presented model; and 3) a new research framework is demonstrated as the potential extensions to the existing st
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Accepted manuscript
Citation
Zhang Q and Wang H (2022) A Novel Data-based Stochastic Distribution Control for Non-Gaussian Stochastic Systems. IEEE Transactions on Automatic Control. 67(3): 1506-1513.
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Article