Optimal bounded control of first-passage failure of quasi-integrable Hamiltonian systems with wide-band random excitation
文献类型:期刊论文
作者 | Zhu WQ(朱位秋); Deng ML; Huang ZL |
刊名 | NONLINEAR DYNAMICS
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出版日期 | 2003 |
卷号 | 33期号:2页码:189-207 |
ISSN号 | 0924-090X |
通讯作者 | Zhu, WQ (reprint author), Zhejiang Univ, Dept Mech, Hangzhou 310027, Peoples R China. |
中文摘要 | The optimal bounded control of quasi-integrable Hamiltonian systems with wide-band random excitation for minimizing their first-passage failure is investigated. First, a stochastic averaging method for multi-degrees-of-freedom (MDOF) strongly nonlinear quasi-integrable Hamiltonian systems with wide-band stationary random excitations using generalized harmonic functions is proposed. Then, the dynamical programming equations and their associated boundary and final time conditions for the control problems of maximizinig reliability and maximizing mean first-passage time are formulated based on the averaged It$\ddot{\rm o}$ equations by applying the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraints. The relationship between the dynamical programming equations and the backward Kolmogorov equation for the conditional reliability function and the Pontryagin equation for the conditional mean first-passage time of optimally controlled system is discussed. Finally, the conditional reliability function, the conditional probability density and mean of first-passage time of an optimally controlled system are obtained by solving the backward Kolmogorov equation and Pontryagin equation. The application of the proposed procedure and effectiveness of control strategy are illustrated with an example. |
学科主题 | 力学 |
类目[WOS] | Engineering, Mechanical ; Mechanics |
研究领域[WOS] | Engineering ; Mechanics |
关键词[WOS] | DIFFERENTIAL EQUATIONS ; FEEDBACK MINIMIZATION ; NONLINEAR OSCILLATORS ; PASSAGE TIME ; DISTURBANCES ; ENVELOPE |
收录类别 | SCI |
语种 | 英语 |
WOS记录号 | WOS:000185660000005 |
公开日期 | 2007-06-15 ; 2007-12-05 ; 2009-06-23 |
源URL | [http://dspace.imech.ac.cn/handle/311007/16570] ![]() |
专题 | 力学研究所_力学所知识产出(1956-2008) |
推荐引用方式 GB/T 7714 | Zhu WQ,Deng ML,Huang ZL. Optimal bounded control of first-passage failure of quasi-integrable Hamiltonian systems with wide-band random excitation[J]. NONLINEAR DYNAMICS,2003,33(2):189-207. |
APA | 朱位秋,Deng ML,&Huang ZL.(2003).Optimal bounded control of first-passage failure of quasi-integrable Hamiltonian systems with wide-band random excitation.NONLINEAR DYNAMICS,33(2),189-207. |
MLA | 朱位秋,et al."Optimal bounded control of first-passage failure of quasi-integrable Hamiltonian systems with wide-band random excitation".NONLINEAR DYNAMICS 33.2(2003):189-207. |
入库方式: OAI收割
来源:力学研究所
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