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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.
First, we derive the PDF analytical expression using the Fokker-Planck-Kolmogorov (PDF) (FPK) equations obtained from stochastic systems. Chen, 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 .