Control synthesis using the Fully Probabilistic Design

This paper focus on stochastic control design in the Kullback-Leibler sense. The technique is called the Fully Probabilistic Design (FPD) and consist in essence of finding a stochastic control law, given in terms of a probability density function (pdf), minimizing the Kullback-Liebler distance between pdfs describing a given closed loop system and a desired closed loop system. This paper demonstrate that the FPD method can 1) be used in a Model Predictive Control strategy, and 2) be used for control of the pneumatic valve which represents a nonlinear system.