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Journal of Vibration and Control
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Article

A Stochastic Controller Design Using an Approximate Solution of FPK Equation

Jong-Bok Lee1, Yun-Hyun Cho2, In-Beom Yang3, Il-Kwan Ko4, D.C. Kwon5, and Hoon Heo6*

1 Automotive Electronics Research and Development Center, Hyundai Motors, 772–1, Jangduk-Dong, Hwaseong-Si, Gyeonggi-Do, 445–706, Korea
2 Shinho-Systems, Ssangyoung Tower, Sangdaewon-Dong, Chungwon-Gu, Sungnam-Si, Gyeonggo-Do, Korea
3 Center for Intelligent Vehicle Control System, Korea Automotive Technology Institute, 74 Youngjung-Ri, Pungse-Myun, Choonan-Si, Chungnam 330–912, Korea
4 Department of Control and Instrumentation Engineering, Korea University, 5Ka, Anam-Dong, Sungbuk-Gu, Seoul, 136–701, Korea
5 Main R&D Center, Hankook Tire, 23-1, Jang-Dong, Yusung-Gu, Daejeon, Korea
6 Department of Control and Instrumentation Engineering, Korea University, 5Ka, Anam-Dong, Sungbuk-Gu, Seoul, 136–701, Korea (heo257@korea.ac.kr)

* To whom correspondence should be addressed.


   Abstract

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

First published on February 4, 2009, doi:10.1177/1077546308094248

Journal of Vibration and Control 2009;15:567.

A more recent version of this article appeared on April 1, 2009


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