Generalized discrete-time PI control of output PDFs using square root B-spline expansion

A new control approach is proposed for the probability density function (PDF) control of non-Gaussian stochastic systems using PI controllers. Using the square root output PDF model and the weight dynamics, the PDF tracking is transformed to a constrained dynamical tracking control problem for weight dynamics, where LMI techniques are used to design a generalized PI controller such that stability, state constraints and tracking performances can be guaranteed simultaneously.