Feedback maximization of reliability of MDOF quasi integrable-Hamiltonian systems under combined harmonic and white noise excitations

被引：0

作者：

Lin-cong Chen

Rong-hua Huan

Wei-qiu Zhu

机构：

[1] Zhejiang University,Department of Mechanics, State Key Laboratory of Fluid Power Transmission and Control

来源：

Journal of Zhejiang University-SCIENCE A | 2009年 / 10卷

关键词：

Stochastic optimal control; Dynamical programming; Quasi integrable-Hamiltonian system; Stochastic averaging; Combined harmonic and white noise excitation; Reliability; O34;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We studied the feedback maximization of reliability of multi-degree-of-freedom (MDOF) quasi integrable-Hamiltonian systems under combined harmonic and white noise excitations. First, the partially averaged Itô equations are derived by using the stochastic averaging method for quasi integrable-Hamiltonian systems under combined harmonic and white noise excitations. Then, the dynamical programming equation and its boundary and final time conditions for the control problems of maximizing the reliability is established from the partially averaged equations by using the dynamical programming principle. The nonlinear stochastic optimal control for maximizing the reliability is determined from the dynamical programming equation and control constrains. The reliability function of optimally controlled systems is obtained by solving the final dynamical programming equation. Finally, the application of the proposed procedure and effectiveness of the control strategy are illustrated by using an example.

引用

页码：1245 / 1251

页数：6

共 19 条

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