Stochastic optimal control of MDOF nonlinear systems under combined harmonic and wide-band noise excitations

被引：8

作者：

Hu, R. C. ^{[1
]}

Zhu, W. Q. ^{[1
]}

机构：

[1] Zhejiang Univ, Dept Mech, State Key Lab Fluid Power Transmiss & Control, Hangzhou 310027, Zhejiang, Peoples R China

来源：

NONLINEAR DYNAMICS | 2015年 / 79卷 / 02期

基金：

中国国家自然科学基金;

关键词：

Multi-degrees-of-freedom nonlinear systems; Harmonic and wind-band noise excitations; Stochastic optimal control; Stochastic averaging; Dynamical programming; CONTROL STRATEGY; FEEDBACK MINIMIZATION; 1ST-PASSAGE FAILURE; QUASI; OSCILLATORS;

D O I：

10.1007/s11071-014-1727-0

中图分类号：

TH [机械、仪表工业];

学科分类号：

0802 ;

摘要：

A strategy for stochastic optimal control of multi-degrees-of-freedom (MDOF) strongly nonlinear systems under combined harmonic and wide-band noise excitations is proposed. First, a stochastic averaging procedure is developed to obtain the partially averaged It stochastic differential equations for weakly controlled strongly nonlinear systems under combined harmonic and wide-band noise excitations. Then, the dynamical programming equation for stochastic optimal control problem is derived and solved to yield the optimal control law. Finally, the responses of optimally controlled MDOF nonlinear systems are predicted by solving the Fokker-Planck-Kolmogorov equation associated with the fully averaged It stochastic differential equations. As an example, the stochastic optimal control of two coupled Duffing oscillators under combined harmonic and wide-band noise excitations is worked out in detail to illustrate the strategy. The effectiveness of the proposed control strategy is verified using the results from Monte Carlo simulation.

引用

页码：1115 / 1129

页数：15

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