Optimal nonlinear feedback control of quasi-Hamiltonian systems |
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Authors: | Weiqiu Zhu Zuguang Ying |
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Institution: | (1) Department of Mechanics, Zhejiang University, 310027 Hangzhou, China |
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Abstract: | An innovative strategy for optimal nonlinear feedback control of linear or nonlinear stochastic dynamic systems is proposed
based on the stochastic averaging method for quasi-Hamiltonian systems and stochastic dynamic programming principle. Feedback
control forces of a system are divided into conservative parts and dissipative parts. The conservative parts are so selected
that the energy distribution in the controlled system is as requested as possible. Then the response of the system with known
conservative control forces is reduced to a controlled diffusion process by using the stochastic averaging method. The dissipative
parts of control forces are obtained from solving the stochastic dynamic programming equation.
Project supported by the National Natural Science Foundation of China (Grant No. 19672054) and Cao Guangbiao High Science
and Technology Development Foundation of Zhejiang University. |
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Keywords: | nonlinear system stochastic control stochastic averaging method stochastic dynamic programming controlled diffusion process |
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