Optimal bounded control of first-passage failure of quasi-integrable Hamiltonian systems with wide-band random excitation

doi:10.1023/A:1026049216559

IMECH-IR > 力学所知识产出(1956-2008)

	Optimal bounded control of first-passage failure of quasi-integrable Hamiltonian systems with wide-band random excitation
	Zhu WQ(朱位秋); Deng ML; Huang ZL; Zhu, WQ (reprint author), Zhejiang Univ, Dept Mech, Hangzhou 310027, Peoples R China.
发表期刊	NONLINEAR DYNAMICS
	2003
卷号	33 期号:2 页码:189-207
ISSN	0924-090X
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.
学科领域	力学
DOI	10.1023/A:1026049216559
收录类别	SCI
语种	英语
WOS记录号	WOS:000185660000005
关键词[WOS]	DIFFERENTIAL EQUATIONS ; FEEDBACK MINIMIZATION ; NONLINEAR OSCILLATORS ; PASSAGE TIME ; DISTURBANCES ; ENVELOPE
WOS研究方向	Engineering ; Mechanics
WOS类目	Engineering, Mechanical ; Mechanics
引用统计	被引频次：25[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://dspace.imech.ac.cn/handle/311007/16570
专题	力学所知识产出(1956-2008)
通讯作者	Zhu, WQ (reprint author), Zhejiang Univ, Dept Mech, Hangzhou 310027, Peoples R China.
推荐引用方式 GB/T 7714	Zhu WQ,Deng ML,Huang ZL,et al. 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,&Zhu, WQ .(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.

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