摘要:AbstractThis paper is concerned with approximation of probability distributions behind discrete-time systems with stochastic dynamics. The aim is to facilitate advances in studies for control of such stochastic systems. An approach to approximating two-dimensional probability distributions using metaheuristics is suggested. Then, its effectiveness is demonstrated with a numerical example of stabilization synthesis.
关键词:KeywordsStochastic systemsApproximation of probability distributionsMetaheuristicsKolmogorov distanceDiscrete distributionLinear matrix inequality (LMI)