STOCHASTIC OPTIMAL VIBRATION CONTROL OF PARTIALLY OBSERVABLE NONLINEAR QUASI HAMILTONIAN SYSTEMS WITH ACTUATOR SATURATION

An optimal vibration control strategy for partially observable nonlinear quasi Hamil-tonian systems with actuator saturation is proposed. First, a controlled partially observable non-linear system is converted into a completely observable linear control system of finite dimension based on the theorem due to Charalambous and Elliott. Then the partially averaged Ito stochas-tic differential equations and dynamical programming equation associated with the completely observable linear system are derived by using the stochastic averaging method and stochastic dynamical programming principle, respectively. The optimal control law is obtained from solving the final dynamical programming equation. The results show that the proposed control strategy has high control effectiveness and control efficiency.