A natural gradient algorithm for stochastic distribution systems

Zhenning Zhang, Huafei Sun, Linyu Peng, Lin Jiu

研究成果: Article査読

2 被引用数 (Scopus)

抄録

In this paper, we propose a steepest descent algorithm based on the natural gradient to design the controller of an open-loop stochastic distribution control system (SDCS) of multi-input and single output with a stochastic noise. Since the control input vector decides the shape of the output probability density function (PDF), the purpose of the controller design is to select a proper control input vector, so that the output PDF of the SDCS can be as close as possible to the target PDF. In virtue of the statistical characterizations of the SDCS, a new framework based on a statistical manifold is proposed to formulate the control design of the input and output SDCSs. Here, the Kullback-Leibler divergence is presented as a cost function to measure the distance between the output PDF and the target PDF. Therefore, an iterative descent algorithm is provided, and the convergence of the algorithm is discussed, followed by an illustrative example of the effectiveness.

本文言語English
ページ(範囲)4338-4352
ページ数15
ジャーナルEntropy
16
8
DOI
出版ステータスPublished - 2014 8月
外部発表はい

ASJC Scopus subject areas

  • 物理学および天文学(全般)

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