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Journal of Vibration and Control
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A Stochastic Controller Design Using an Approximate Solution of FPK Equation

J.B. Lee

Automotive Electronics Research and Development Center, Hyundai Motors, 772-1, Jangduk-Dong, Hwaseong-Si, Gyeonggi-Do, 445-706, Korea

Y.H. Cho

Shinho-Systems, Ssangyoung Tower, Sangdaewon-Dong, Chungwon-Gu, Sungnam-Si, Gyeonggo-Do, Korea

I.B. Yang

Center for Intelligent Vehicle Control System, Korea Automotive Technology Institute, 74 Youngjung-Ri, Pungse-Myun, Choonan-Si, Chungnam 330-912, Korea

I.K. Ko

Department of Control and Instrumentation Engineering, Korea University, 5Ka, Anam-Dong, Sungbuk-Gu, Seoul, 136-701, Korea

D.C. Kwon

Main R&D Center, Hankook Tire, 23-1, Jang-Dong, Yusung-Gu, Daejeon, Korea

H. Heo

Department of Control and Instrumentation Engineering, Korea University, 5Ka, Anam-Dong, Sungbuk-Gu, Seoul, 136-701, Korea, heo257{at}korea.ac.kr

The Fokker-Planck-Kolmogorov (FPK) equation is a powerful tool with Markovian response for analyzing dynamic systems. In this study we consider the design of a stochastic controller using FPK for a system subjected to a wide band random disturbance with constant power spectral density. The time-domain dynamic system equation is transformed into a general dynamic statistical moment equation in the stochastic domain via the FPK equation. The system transformation cannot be realized in real time. In order to improve stochastic controller design in real time, a new method of designing a stochastic controller and its implementation are proposed. The practical efficiency of the proposed method using the approximate probability density function is verified via numerical simulation.

Key Words: FPK Equation • stochastic controller • numerical simulation.

This version was published on April 1, 2009

Journal of Vibration and Control, Vol. 15, No. 4, 567-581 (2009)
DOI: 10.1177/1077546308094248
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