Control for bounded pseudo ARMAX stochastic systems via linear B-spline approximations

Abstract

Following algorithms for the control of the shape of the output probability density function for general dynamic stochastic systems, this short paper presents the modelling and control algorithms for pseudo ARMAX systems, where different from all the existing ARMAX systems the considered system is subjected to any arbitrary bounded random input and the purpose of the control input design is to make the output probability density function of the system output as close as possible to a given distribution function. At first, the relationship between the input noise distribution and the output distribution is established. This is then followed by the description on the control algorithm design.