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Multi-step predictive control of a PDF-shaping problem

Wang, H. and Zhang, J.F. and Yue, H. (2005) Multi-step predictive control of a PDF-shaping problem. Acta Automatica Sinica, 31 (2). pp. 274-279.

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A predictive control strategy is proposed for the shaping of the output probability density function (PDF) of linear stochastic systems. The B-spline neural network is used to set up the output PDF model and therefore converts the PDF-shaping into the control of B-spline weights vector. The Diophantine equation is then introduced to formulate the predictive PDF model, based on which a moving-horizon control algorithm is developed so as to realize the predictive PDF tracking performance.