International Journal of Control, Vol.92, No.5, 1117-1122, 2019
Control of quasi non-integrable Hamiltonian systems for targeting a specified stationary probability density
An innovative design procedure for the feedback control of quasi non-integrable Hamiltonian systems to target a specified stationary probability density function (SPDF) is proposed based on the averaged Fokker-Planck-Kolmogorov equation. The control force is split into a conservative part and a dissipative part. The conservative part is designed to make the controlled system and the target SPDF having the same Hamiltonian structure. The dissipative part is then determined to make the target SPDF to be the stationary solution of the controlled system. Then, a Lyapunov function method is adopted for proving that the transient solution of the controlled system approaches to the target SPDF as time t -> infinity. The simulation result for an example shows the effectiveness of the proposed control strategy.
Keywords:Stochastic nonlinear systems;stationary probability density function;feedback control;stochastic average;FPK equation