The invention belongs to the field of non-linear
differential game control, and provides a random non-linear
differential game control method based on statistic
linearization. The random non-linear
differential game control method based on the statistic
linearization comprises the following steps of: carrying out similar
linearization on a
system non-linear function by using a statistic linearization technology according to
system state random probabilistic nature, and deriving with a random
dynamic programming method to obtain analysis controller containing a statistic linearization coefficient; and meanwhile, carrying out statistic linearization on a non-linear saturation function by considering a condition that a control
mount in actual
engineering is limited by saturation, so as to obtain an analysis controller in a saturation limited condition. The controller consists of two parts of a
system state feedback part and a statistic
linear coefficient feedback part. With the adoption of the method, the two-
point boundary problem caused by solving a non-linear (partial)
differential equation (set) can be effectively avoided; and the random non-linear differential game control problems can be more conveniently solved on the premise that certain solving accuracy is ensured, so that multiple functions which cannot carry out the linearization by using Taylor
series expansion have possibility of carrying out the linearization. The method is particularly suitable for functions, such as
phase step and saturation control and
digital conversion switch which are most used on aircraft, and has strong popularization and application values.