PID controller design for output PDFs of stochastic systems using linear matrix inequalities.

This paper presents a pseudo proportional-integral-derivative (PID) tracking control strategy for general non-Gaussian stochastic systems based on a linear B-spline model for the output probability density functions (PDFs). The objective is to control the conditional PDFs of the system output to follow a given target function. Different from existing methods, the control structure (i.e., the PID) is imposed before the output PDF controller design. Following the linear B-spline approximation on the measured output PDFs, the concerned problem is transferred into the tracking of given weights which correspond to the desired PDF. For systems with or without model uncertainties, it is shown that the solvability can be casted into a group of matrix inequalities. Furthermore, an improved controller design procedure based on the convex optimization is proposed which can guarantee the required tracking convergence with an enhanced robustness. Simulations are given to demonstrate the efficiency of the proposed approach and encouraging results have been obtained.