2021/10/13 by Vignesh Sivaramakrishnan, Sivaramakrishnan, Vignesh, Joshua Pilipovsky +5 · 1 citation
Decision Sciences · Engineering · #Advanced Control Systems Optimization #FOS: Mathematics #Optimization and Control (math.OC) #Probabilistic and Robust Engineering Design #Stability and Control of Uncertain Systems
paper · pdf · doi:10.48550/arxiv.2110.06808
openalex publication_date 2021/10/13 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We propose to solve a constrained distribution steering problem, i.e., steering a stochastic linear system from an initial distribution to some final, desired distribution subject to chance constraints. We do so by characterizing the cumulative distribution function in the chance constraints and by using the absolute distance between two probability density functions using the corresponding characteristic functions. We consider discrete-time, time-varying linear systems with affine feedback. We demonstrate the proposed approach on a 2D double-integrator perturbed by various disturbances and initial conditions.