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A Stochastic Controller Design Using an Approximate Solution of FPK Equation

Authors
Lee, J. B.Cho, Y. H.Yang, I. B.Ko, I. K.Kwon, D. C.Heo, H.
Issue Date
Apr-2009
Publisher
SAGE PUBLICATIONS LTD
Keywords
FPK Equation; stochastic controller; numerical simulation
Citation
JOURNAL OF VIBRATION AND CONTROL, v.15, no.4, pp.567 - 581
Indexed
SCIE
SCOPUS
Journal Title
JOURNAL OF VIBRATION AND CONTROL
Volume
15
Number
4
Start Page
567
End Page
581
URI
https://scholar.korea.ac.kr/handle/2021.sw.korea/120322
DOI
10.1177/1077546308094248
ISSN
1077-5463
Abstract
The Fokker-Planck-Kolmogorov (FPK) equation is a powerful tool with Markovian response for analyzing dynamic systems. In this study we consider the design of a stochastic controller using FPK for a system subjected to a wide band random disturbance with constant power spectral density. The time-domain dynamic system equation is transformed into a general dynamic statistical moment equation in the stochastic domain via the FPK equation. The system transformation cannot be realized in real time. In order to improve stochastic controller design in real time, a new method of designing a stochastic controller and its implementation are proposed. The practical efficiency of the proposed method using the approximate probability density function is verified via numerical simulation.
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