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Abstract

An innovative design procedure for controlling a nonlinear system subject to Poisson white noise excitation to target a specified stationary probability density function is proposed based on the approximate generalized Fokker–Planck–Kolmogorov equation of a Poisson-white-noise-excited nonlinear system. First, the technique for deriving the generalized Fokker–Planck–Kolmogorov equation of the Poisson-white-noise-excited nonlinear system is briefly reviewed. Then, the approach for designing the feedback control of nonlinear stochastic systems under Poisson white noise excitations to target a pre-specified stationary probability density function is presented. Finally, an example is given to illustrate the procedure and effectiveness of the proposed control strategy.

Keywords

Feedback control nonlinear system Poisson white noise prey–predator model stationary probability density function

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Control of stationary probability density of nonlinear systems subject to Poisson white noise excitation

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