||On the feedback control of stochastic systems tracking prespecified probability density functions
||O. Elbeyli, L. Hong, J. Q. Sun
||Trans. Institute of Measurement and Control
||Abstract: This paper studies feedback controls of stochastic systems to track a prespecified probability density function (PDF). The moment equations of the response are used in the control design to illustrate the underlining issues. A hierarchical approach is proposed to design the control for tracking Gaussian and non-Gaussian PDFs. The control design approach is validated by extensive Monte Carlo simulations with a simple example.