Control of SISO Stochastic Systems: A Fundamental Control law

Abstract

In this chapter the controller design for SISO stochastic systems will be considered, where the purpose of controller design is to select a control input so that the output probability density function of the system output can follow a given stochastic distribution as close as possible. For this purpose, the model representation will be discussed first. Since B-splines artificial neural networks are used to represent the coupled links between control input variables and the considered probability density functions, in the next section fundamental aspects on B-splines neural networks will be given.