Stochastic Stabilization of Quasi-Partially Integrable Hamiltonian Systems by Using Lyapunov Exponent

A procedure for designing a feedback control to asymptoticallystabilize, with probability one, a quasi-partially integrableHamiltonian system is proposed. First, the averaged stochasticdifferential equations for controlled r first integrals are derived fromthe equations of motion of a given system by using the stochasticaveraging method for quasi-partially integrable Hamiltonian systems.Second, a dynamical programming equation for the ergodic control problemof the averaged system with undetermined cost function is establishedbased on the dynamical programming principle. The optimal control law isderived from minimizing the dynamical programming equation with respectto control. Third, the asymptotic stability with probability one of theoptimally controlled system is analyzed by evaluating the maximalLyapunov exponent of the completely averaged Itô equations for the rfirst integrals. Finally, the cost function and optimal control forces aredetermined by the requirements of stabilizing the system. An example isworked out in detail to illustrate the application of the proposedprocedure and the effect of optimal control on the stability of thesystem.     

Optimal Bounded Control for Minimizing the Response of Quasi Non-Integrable Hamiltonian Systems

A strategy for designing optimal bounded control to minimize theresponse of quasi non-integrable Hamiltonian systems is proposed basedon the stochastic averaging method for quasi non-integrable Hamiltoniansystems and the stochastic dynamical programming principle. Theequations of motion of a controlled quasi non-integrable Hamiltoniansystem are first reduced to an one-dimensional averaged Itô stochasticdifferential equation for the Hamiltonian by using the stochasticaveraging method for quasi non-integrable Hamiltonian systems. Then, thedynamical programming equation for the control problem of minimizing theresponse of the averaged system is formulated based on the dynamicalprogramming principle. The optimal control law is derived from thedynamical programming equation and control constraints without solvingthe equation. The response of optimally controlled systems is predictedthrough solving the Fokker–Planck–Kolmogrov (FPK) equation associatedwith completely averaged Itô equation. Finally, two examples are workedout in detail to illustrate the application and effectiveness of theproposed control strategy.     

Differential Systems with Feedback: Time Discretizations and Lyapunov Functions

In this paper we examine a class of Eulerian time discretizations for a monotone cyclic feedback system with a time delay; see Mallet-Paret and Sell (1996a, 1996b) for background information. We construct an integer-valued function V for the discrete-time problem. The Main Theorem shows that V is a Lyapunov function, that is, V(x ⁿ⁺¹)≤V(x ⁿ ) along a solution {x ⁿ }^∞ _n=0, where the time steps can be relatively large.     

二自由度耦合非线性随机系统的最大Lyapunov指数和稳定性

利用摄动方法讨论了一类耦合二自由度非线性系统，在小强度白噪声参数激励下系统运动模态的稳定性，获得了系统扩散过程的稳态概率密度的渐近表达式，由此获得了系统运动模态几乎必然稳定的充分必要条件。     

Lyapunov exponent and stochastic stability of quasi-non-integrable Hamiltonian systems

An n degree-of-freedom (DOF) non-integrable Hamiltonian system subject to light damping and weak stochastic excitation is called quasi-non-integrable Hamiltonian system. In the present paper, the stochastic averaging of quasi-non-integrable Hamiltonian systems is briefly reviewed. A new norm in terms of the square root of Hamiltonian is introduced in the definitions of stochastic stability and Lyapunov exponent and the formulas for the Lyapunov exponent are derived from the averaged Itô equations of the Hamiltonian and of the square root of Hamiltonian. It is inferred that the Lyapunov exponent so obtained is the first approximation of the largest Lyapunov exponent of the original quasi-non-integrable Hamiltonian systems and the necessary and sufficient condition for the asymptotic stability with probability one of the trivial solution of the original systems can be obtained approximately by letting the Lyapunov exponent to be negative. This inference is confirmed by comparing the stability conditions obtained from negative Lyapunov exponent and by examining the sample behaviors of averaged Hamiltonian or the square root of averaged Hamiltonian at trivial boundary for two examples. It is also verified by the largest Lyapunov exponent obtained using small noise expansion for the second example.     

Estimating the Largest Lyapunov Exponent in a Multibody System with Dry Friction by using Chaos Synchronization

Using the properties of chaos synchronization, the method for estimating the largest Lyapunov exponent in a multibody system with dry friction is presented in this paper. The Lagrange equations with multipliers of the systems are given in matrix form, which is adequate for numerical calculation. The approach for calculating the generalized velocity and acceleration of the slider is given to determine slipping or sticking of the slider in the systems. For slip–slip and stick–slip multibody systems, their largest Lyapunov exponents are calculated to characterize their dynamics.The project supported by the National Natural Science Foundation of China (10272008 and 10371030) The English text was polished by Yunming Chen     

Stochastic averaging and Lyapunov exponent of quasi partially integrable Hamiltonian systems

An n degree-of-freedom Hamiltonian system with r(1<r<n) independent first integrals which are in involution is called partially integrable Hamiltonian system and a partially integrable Hamiltonian system subject to light dampings and weak stochastic excitations is called quasi partially integrable Hamiltonian system. In the present paper, the averaged Itô and Fokker-Planck-Kolmogorov (FPK) equations for quasi partially integrable Hamiltonian systems in both cases of non-resonance and resonance are derived. It is shown that the number of averaged Itô equations and the dimension of the averaged FPK equation of a quasi partially integrable Hamiltonian system is equal to the number of independent first integrals in involution plus the number of resonant relations of the associated Hamiltonian system. The technique to obtain the exact stationary solution of the averaged FPK equation is presented. The largest Lyapunov exponent of the averaged system is formulated, based on which the stochastic stability and bifurcation of original quasi partially integrable Hamiltonian systems can be determined. Examples are given to illustrate the applications of the proposed stochastic averaging method for quasi partially integrable Hamiltonian systems in response prediction and stability decision and the results are verified by using digital simulation.     

Stabilization of the Furuta Pendulum Based on a Lyapunov Function

We propose a Lyapunov-function-based control for the stabilization of the under-actuated Furuta pendulum. Firstly, by a suitable partial feedback linearization that allows to linearize only the actuated coordinate of the system, we proceed to find a candidate Lyapunov function. Based on this candidate function, we derive a stabilizing controller, in such away that the closed-loop system is locally and asymptotically stable around the unstable vertical equilibrium rest, with a computable domain of attraction.     

Feedback minimization of first-passage failure of quasi integrable Hamiltonian systems

A nonlinear stochastic optimal control strategy for minimizing the first-passage failure of quasi integrable Hamiltonian systems (multi-degree-of-freedom integrable Hamiltonian systems subject to light dampings and weakly random excitations) is proposed. The equations of motion for a controlled quasi integrable Hamiltonian system are reduced to a set of averaged Itô stochastic differential equations by using the stochastic averaging method. Then, the dynamical programming equations and their associated boundary and final time conditions for the control problems of maximization of reliability and mean first-passage time are formulated. The optimal control law is derived from the dynamical programming equations and the control constraints. The final dynamical programming equations for these control problems are determined and their relationships to the backward Kolmogorov equation governing the conditional reliability function and the Pontryagin equation governing the mean first-passage time are separately established. The conditional reliability function and the mean first-passage time of the controlled system are obtained by solving the final dynamical programming equations or their equivalent Kolmogorov and Pontryagin equations. An example is presented to illustrate the application and effectiveness of the proposed control strategy.     

Feedback minimization of first-passage failure of quasi non-integrable Hamiltonian systems

The non-linear stochastic optimal control of quasi non-integrable Hamiltonian systems for minimizing their first-passage failure is investigated. A controlled quasi non-integrable Hamiltonian system is reduced to an one-dimensional controlled diffusion process of averaged Hamiltonian by using the stochastic averaging method for quasi non-integrable Hamiltonian systems. The dynamical programming equations and their associated boundary and final time conditions for the problems of maximization of reliability and of maximization of mean first-passage time are formulated. The optimal control law is derived from the dynamical programming equations and the control constraints. The dynamical programming equations for maximum reliability problem and for maximum mean first-passage time problem are finalized and their relationships to the backward Kolmogorov equation for the reliability function and the Pontryagin equation for mean first-passage time, respectively, are pointed out. The boundary condition at zero Hamiltonian is discussed. Two examples are worked out to illustrate the application and effectiveness of the proposed procedure.     

用子波变换检测壁湍流信号局部标度指数

本文用子波变换检测了刻画壁湍流脉动信号自相似性的局部标度指数，研究了不同尺度的湍流结构的自相似性，发现在湍流边界层猝发过程中，喷射和扫掠发生时刻小尺度脉动速度信号的局部标度指数为负值，说明在大尺度猝发事件发生的时刻小尺度结构具有奇异的自相似性，在猝发过程中其作用不仅仅是对湍能的耗散．     

Robust Feedback Stabilization of Limit Cycles in PWM DC-DC Converters

Local feedback stabilization of limit cycles in PWM DC-DC converters isconsidered, using recently developed general sampled-data models. Thepaper focuses on converters for which the nominal operating conditionhas lost stability due to off-design operation. The results apply tostabilization of the nominal periodic operating condition. In addition,the same approach can be used to stabilize other limit cycles such asthose embedded in a possible chaotic trajectory. Two feedbackstabilization schemes are proposed and studied in detail. The firststabilization technique uses voltage reference compensation and thesecond uses dynamic ramp compensation. Both employ discrete-time washoutfilters to ensure preservation of the size and shape of the limit cycle.Washout filters ensure that the nominal operating branch is unaffectedby the control, without the need for accurate knowledge of the limitcycle.     

Realization of Period Maps of Planar Hamiltonian Systems

We consider the set of 2π-periodic solutions of the ordinary differential equation u′′ + g(u) = 0 for a nonlinearity , satisfying a dissipative condition of the form for , and under the generic assumption that the potential G, given by , is a Morse function. Under these assumptions, we characterize the period maps realizable by planar Hamiltonian systems of the form . Considering the Morse type of G, the set of periodic orbits in the phase space is decomposed into disks and annular regions. Then, the realizable period maps are described in terms of sets of sequences of positive integers corresponding to the lap numbers of the 2π-periodic solutions. This leads to a characterization of the classes of Morse–Smale attractors that are realizable by dissipative semilinear parabolic equations of the form defined on the circle, .      

线性哈密顿系统的本征摄动法

利用哈密顿算子辛自共轭的特点讨论了保守哈密顿体系的摄动问题,给出了哈密顿矩阵的本征值与本征向量的二阶摄动分析方法。即当系统在哈密顿框架下进行较小修改时,不重复求解大型哈密顿矩阵的本征问题,只需在原系统的模态参数基础上进行模态分析即可,这种矩阵摄动法给出了修改后矩阵的二阶本征值和本征向量,为一般线性保守体系的本征摄动求解提出了一个新方法。     

On Reliable Stabilization of Linear Periodic Systems

An algorithm is proposed to synthesize a reliable controller with a given stability margin for linear and periodic systems optimized with respect to a quadratic performance criterion. A reliable controller synthesized by the algorithm guarantees the stability margin and is close to the linear-quadratic requlator. The importance of ensuring the stability margin is demonstrated. The proposed algorithm is based on methods of linear matrix inequalities and can be implemented using standard MATLAB routines. As an example, a reliable controller that stabilizes the program motion of a hopping machine is synthesized __________ Translated from Prikladnaya Mekhanika, Vol. 41, No. 10, pp. 114–126, October 2005.