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| Optimal bounded control of first-passage failure of strongly non-linear oscillators under combined harmonic and white-noise excitations | |
| Zhu WQ(朱位秋); Wu YJ; Zhu, WQ (reprint author), Zhejiang Univ, Dept Mech, Hangzhou 310027, Peoples R China. | |
| Source Publication | Journal of Sound and Vibration
 |
| 2004 | |
| Volume | 271Issue:1-2Pages:83-101 |
| ISSN | 0022-460X |
| Abstract | A procedure for designing the optimal bounded control of strongly non-linear oscillators under combined harmonic and white-noise excitations for minimizing their first-passage failure is proposed. First, a stochastic averaging method for strongly non-linear oscillators under combined harmonic and white-noise excitations using generalized harmonic functions is introduced. Then, the dynamical programming equations and their boundary and final time conditions for the control problems of maximizing reliability and of maximizing mean first-passage time are formulated from the averaged Ito equations by using the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraint. Finally, the conditional reliability function, the conditional probability density and mean of the first-passage time of the optimally controlled system are obtained from solving the backward Kolmogorov equation and Pontryagin equation. An example is given to illustrate the proposed procedure and the results obtained are verified by using those from digital simulation. (C) 2003 Elsevier Ltd. All rights reserved. |
| Keyword | Systems |
| DOI | 10.1016/S0022-460X(03)00264-5 |
| Indexed By | SCI |
| Language | 英语 |
| WOS ID | WOS:000220030900006 |
| WOS Keyword | SYSTEMS |
| WOS Research Area | Acoustics ; Engineering ; Mechanics |
| WOS Subject | Acoustics ; Engineering, Mechanical ; Mechanics |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://dspace.imech.ac.cn/handle/311007/33815 |
| Collection | 力学所知识产出(1956-2008) |
| Corresponding Author | Zhu, WQ (reprint author), Zhejiang Univ, Dept Mech, Hangzhou 310027, Peoples R China. |
| Recommended Citation GB/T 7714 | Zhu WQ,Wu YJ,Zhu, WQ . Optimal bounded control of first-passage failure of strongly non-linear oscillators under combined harmonic and white-noise excitations[J]. Journal of Sound and Vibration,2004,271,1-2,:83-101. |
| APA | 朱位秋,Wu YJ,&Zhu, WQ .(2004).Optimal bounded control of first-passage failure of strongly non-linear oscillators under combined harmonic and white-noise excitations.Journal of Sound and Vibration,271(1-2),83-101. |
| MLA | 朱位秋,et al."Optimal bounded control of first-passage failure of strongly non-linear oscillators under combined harmonic and white-noise excitations".Journal of Sound and Vibration 271.1-2(2004):83-101. |
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