This paper presents a linearized approach for the controller design of the shape of the output probability density functions for general stochastic systems. A square root approximation to the output probability density function is realized by a set of B-spline functions. This generally produces a nonlinear state space model for the weights of the B-spline approximation. A linearized model is therefore obtained and embedded into a performance function that measures the tracking error of the output probability density function with respect to a given distribution. By using this performance function as a Lyapunov function for the closed loop system, a feedback control input has been obtained which guarantees the closed loop stability and realizes the perfect tracking. The algorithm described in this paper has been tested on a simulated example and desired results have been achieved.