Recent advances on stochastic distribution control: Probability density function control

This semi-plenary paper presents a brief and selected survey on the advances on stochastic distribution control, where the purpose of the controller design is to control the shape of output probability density functions (pdf) of non-Gaussian and general stochastic systems. This research was motivated through the requirement of distribution shape control of a number of practical systems in 1996. Following the developments since 1996, much research has been performed internationally and journal special issues and invited session at major conferences have been seen since 2001. It is expected that this survey will provide readers with some up-to-date information on this new area.

1 INTRODUCTION

In control engineering practice, the requirement of controlling a profile distribution shape has been long standing. It is indeed a problem that has not been properly solved until recent years because of the following two headache issues: 1)

It is difficult to measure a distribution on-line;

2)

It is difficult to obtain workable models between the control inputs and the profile distribution.