Numerical solutions of linear quadratic control for time-varying systems via symplectic conservative perturbation

Optimal control system of state space is a conservative system, whose approximate method should be symplectic conservation. Based on the precise integration method, an algorithm of symplectic conservative perturbation is presented. It gives a uniform way to solve the linear quadratic control (LQ control) problems for linear time-varying systems accurately and efficiently, whose key points are solutions of differential Riccati equation (DRE) with variable coefficients and the state feedback equation. The method is symplectic conservative and has a good numerical stability and high precision. Numerical examples demonstrate the effectiveness of the proposed method.     

非线性方程的保辛近似算法

保守体系的微分方程可用Hamilton体系的方法描述,其特点是保辛。两个辛矩阵之和不能保辛,两个辛矩阵的乘积仍是辛矩阵。最常用的小参数摄动法用的是加法,因此对辛矩阵不能保辛。从保辛的角度,要用正则变换。本文针对非线性微分方程,运用自变量坐标变换,对原系统进行变换。由此推导出变换后系统的变分原理。引入Hamilton对偶变量,通过数学变换,得到变系数非线性方程。针对该方程,本文提出了保辛摄动算法。通过数值算例,对不同步长下,保辛摄动法、多尺度摄动法、龙格库塔法和精确解的结果做了比较。数值例题表明,对于非线性方程,本文提出的保辛摄动算法有良好的精度。在步长增大的情况下,保辛摄动保持了良好的稳定性。     

WKBJ近似保辛吗?

WKBJ短波近似是最常用的有效求解方法之一。保守体系的微分方程可用Hamilton体系的方法描述,其特点是保辛。保辛给出保守体系结构最重要的特性。但WKBJ短波近似却未曾考虑保辛的问题。本文给出验证近似解保辛的条件,并指出WKBJ近似难于保辛。然后给出正则变换的摄动保辛方法。数值例题展示了提出的保辛算法的有效性。     

短波近似的保辛算法

WKBJ短波近似是最常用的有效求解方法之一。保守体系的微分方程可用Hamilton体系的方法描述,其特点是保辛。保辛给出保守体系结构最重要的特性。但WKBJ短波近似却未曾考虑保辛的问题。WKBJ近似可用自变量坐标变换,然后再给出其保辛摄动。数值例题展示了本文变换保辛算法的有效性。     

High order symplectic conservative perturbation method for time-varying Hamiltonian system

This paper presents a high order symplectic conservative perturbation method for linear time-varying Hamiltonian system.Firstly,the dynamic equation of Hamiltonian system is gradually changed into a high order perturbation equation,which is solved approximately by resolving the Hamiltonian coefficient matrix into a "major component" and a "high order small quantity" and using perturbation transformation technique,then the solution to the original equation of Hamiltonian system is determined through a series of inverse transform.Because the transfer matrix determined by the method in this paper is the product of a series of exponential matrixes,the transfer matrix is a symplectic matrix;furthermore,the exponential matrices can be calculated accurately by the precise time integration method,so the method presented in this paper has fine accuracy,efficiency and stability.The examples show that the proposed method can also give good results even though a large time step is selected,and with the increase of the perturbation order,the perturbation solutions tend to exact solutions rapidly.     

Multiresolution Symplectic Scheme for wave propagation in complex media

A fast adaptive symplectic algorithm named Multiresolution Symplectic Scheme (MSS) was first presented to solve the problem of the wave propagation (WP) in complex media, using the symplectic scheme and Daubechies‘ compactly supported orthogonal wavelet transform to respectively discretise the time and space dimension of wave equation. The problem was solved in multiresolution symplectic geometry space under the conservative Hamiltonian system rather than the traditional Lagrange system. Due to the fascinating properties of the wavelets and symplectic scheme, MSS is a promising method because of little computational burden, robustness and reality of long-time simulation.     

一种Birkhoff形式下结构动响应问题的保辛中点格式

结构动响应预测是结构设计的基础,是结构振动控制、载荷识别的前提。本文在辛体系下针对结构动响应问题,提出了一种Birkhoff形式下的保辛中点格式。首先引入状态变量,并基于摄动方法将结构动响应方程转化为线性自治Birkhoff方程的形式,进一步利用中心差分推导出线性自治Birkhoff方程的中点格式,其证明是保辛的。该格式不要求Birkhoff方程系数矩阵非奇异,因此适用于奇数维系统。两个不同数值算例的结果充分验证了本文方法的卓越性,也凸显了相对于传统算法在计算精确度和稳定性方面的明显优势。     

哈密顿系统正则变换在时变最优控制中的应用

利用哈密顿系统正则变换和生成函数理论求解线性时变最优控制问题,构造了新的最优控制律形式并提出了控制增益计算的保结构算法. 利用生成函数求解最优控制导出的哈密顿系统两端边值问题,并构造线性时变系统的最优控制律,由第2类生成函数所构造的最优控制律避免了末端时刻出现无穷大反馈增益. 控制系统设计中需求解生成函数满足的时变矩阵微分方程组. 根据生成函数与哈密顿系统状态转移矩阵之间的关系,从正则变换的辛矩阵描述出发,导出了求解这组微分方程组的保结构递推算法.为了保持递推计算中的辛矩阵结构,哈密顿系统状态转移矩阵的计算中利用了Magnus级数.      

NUMERICAL METHOD BASED ON HAMILTON SYSTEM AND SYMPLECTIC ALGORITHM TO DIFFERENTIAL GAMES

The resolution of differential games often concerns the difficult problem of two points border value (TPBV), then ascribe linear quadratic differential game to Hamilton system. To Hamilton system, the algorithm of symplectic geometry has the merits of being able to copy the dynamic structure of Hamilton system and keep the measure of phase plane. From the viewpoint of Hamilton system, the symplectic characters of linear quadratic differential game were probed; as a try, Symplectic-Runge-Kutta algorithm was presented for the resolution of infinite horizon linear quadratic differential game. An example of numerical calculation was given, and the result can illuminate the feasibility of this method. At the same time, it embodies the fine conservation characteristics of symplectic algorithm to system energy.     

Time-delayed feedback control optimization for quasi linear systems under random excitations

A strategy for time-delayed feedback control optimization of quasi linear systems with random excitation is proposed. First, the stochastic averaging method is used to reduce the dimension of the state space and to derive the stationary response of the system. Secondly, the control law is assumed to be velocity feedback control with time delay and the unknown control gains are determined by the performance indices. The response of the controlled system is predicted through solving the Fokker-Plank-Kolmogorov equation associated with the averaged Ito equation. Finally, numerical examples are used to illustrate the proposed control method, and the numerical results are confirmed by Monte Carlo simulation .     

New assessment on the Saint-Venant solutions for functionally graded beams

A symplectic approach is proposed to investigate the Saint-Venant problem of functionally graded beams with Young's modulus varying exponentially in the axial direction and constant Poisson radio. A matrix state equation is derived with a shift-Hamiltonian operator matrix whose particular eigenvalues are proved to compose the basic solutions of the Saint-Venant problem. The present analyses demonstrate that the Saint-Venant solutions under simple extension and pure bending can be derived using either the direct expansion method or the rigid motion removing method.     

陀螺系统与反对称矩阵辛本征解的计算

用状态向量法,引出陀螺线性系统的广义本征问题,证明了本征向量之间的加权共轭辛正交关系,以及用本征向量对任意状态向量的展开定理。运用反对称矩阵胞块组成的LDL~T分解,将本征方程导向辛本征问题的标准型。这套方法适用于陀螺系统K阵不正定的情形。对于辛本征问题用SH变换将矩阵化为半边三对角线胞块阵或三对角线胞块阵,然后再求解其全部本征解。为陀螺系统的模态分析打下了基础。     

An Optimal Nonlinear Feedback Control Strategy for Randomly Excited Structural Systems

A strategy for optimal nonlinear feedback control of randomlyexcited structural systems is proposed based on the stochastic averagingmethod for quasi-Hamiltonian systems and the stochastic dynamicprogramming principle. A randomly excited structural system isformulated as a quasi-Hamiltonian system and the control forces aredivided into conservative and dissipative parts. The conservative partsare designed to change the integrability and resonance of the associatedHamiltonian system and the energy distribution among the controlledsystem. After the conservative parts are determined, the system responseis reduced to a controlled diffusion process by using the stochasticaveraging method. The dissipative parts of control forces are thenobtained from solving the stochastic dynamic programming equation. Boththe responses of uncontrolled and controlled structural systems can bepredicted analytically. Numerical results for a controlled andstochastically excited Duffing oscillator and a two-degree-of-freedomsystem with linear springs and linear and nonlinear dampings, show thatthe proposed control strategy is very effective and efficient.     

Continuous finite element methods for Hamiltonian systems

By applying the continuous finite element methods of ordinary differential equations,the linear element methods are proved having second-order pseudo-symplectic scheme and the quadratic element methods are proved having third-order pseudo- symplectic scheme respectively for general Hamiltonian systems,and they both keep energy conservative.The finite element methods are proved to be symplectic as well as energy conservative for linear Hamiltonian systems.The numerical results are in agree- ment with theory.     

SYMPLECTIC STRUCTURE OF POISSON SYSTEM

When the Poisson matrix of Poisson system is non-constant, classical symplectic methods, such as symplectic Runge-Kutta method, generating function method, cannot preserve the Poisson structure. The non-constant Poisson structure was transformed into the symplectic structure by the nonlinear transform.Arbitrary order symplectic method was applied to the transformed Poisson system. The Euler equation of the free rigid body problem was transformed into the symplectic structure and computed by the midpoint scheme. Numerical results show the effectiveness of the nonlinear transform.     

Symplectic analysis for wave propagation in one-dimensional nonlinear periodic structures

The wave propagation problem in the nonlinear periodic mass-spring structure chain is analyzed using the symplectic mathematical method. The energy method is used to construct the dynamic equation, and the nonlinear dynamic equation is linearized using the small parameter perturbation method. Eigen-solutions of the symplectic matrix are used to analyze the wave propagation problem in nonlinear periodic lattices. Nonlinearity in the mass-spring chain, arising from the nonlinear spring stiffness effect, has profound effects on the overall transmission of the chain. The wave propagation characteristics are altered due to nonlinearity, and related to the incident wave intensity, which is a genuine nonlinear effect not present in the corresponding linear model. Numerical results show how the increase of nonlinearity or incident wave amplitude leads to closing of transmitting gaps. Comparison with the normal recursive approach shows effectiveness and superiority of the symplectic method for the wave propagation problem in nonlinear periodic structures.     

多体系统轨迹跟踪的瞬时最优控制保辛方法

随着近年来机器人在各行业领域的广泛应用,对机器人的动力学与控制性能不断提出新的要求,特别是对设计越来越复杂、操作越来越灵巧的智能机器人,要求其能够对目标轨迹实现高精度跟踪以满足实际工作需求. 因此,针对机器人多体系统对目标轨迹跟踪的任务需求,基于微分代数方程提出瞬时最优控制保辛方法. 首先,采用多体动力学绝对坐标建模方法建立机器人系统的普适动力学方程,即微分代数方程;然后,采用保辛方法将连续时间域内的微分代数方程进行离散化,进而得到以当前位置、速度和拉式乘子为未知量的非线性代数方程组;其次,通过引入对目标轨迹跟踪以及对控制加权的瞬时最优性能指标,根据瞬时最优控制理论获得当前最优控制输入;最后,通过离散时间步的更新完成对目标轨迹的跟踪任务. 为了验证本文方法的有效性,以双摆轨迹跟踪控制为例进行了数值仿真,结果表明:针对机器人轨迹跟踪任务所提出的瞬时最优控制保辛方法能够实现对目标轨迹的高精度跟踪,且瞬时最优控制由受控微分代数方程推导获得,更具一般性,能够适应其他复杂多体系统的轨迹跟踪控制问题.      

不确定车轨耦合系统辛随机振动分析

建立了轨道不平顺作用下具有不确定参数车轨耦合系统随机振动评估方法. 车辆系统采用物理坐标下多刚体系统模型,并应用高斯随机变量模拟车体、转向架和轮对一系、二系连接系统中动力学参数具有的不确定性. 采用无穷周期结构进行弹性轨道模拟,在哈密顿状态空间下建立了典型轨道子结构的状态运动方程,通过轮轨耦合关系建立了混合 物理坐标及辛模态坐标车轨耦合系统运动方程. 应用Hermite正交多项式展开得到了耦合系统动力响应相对于不确定性参数的控制方程. 由于利用轨道周期特性建模,所获得的控制方程有效地降低了方程维度. 轮轨接触处轨道不平顺载荷模拟为完全相干多分量平稳随机过程,推广和发展虚拟激励法建立了耦合系统随机振动受不确定动力学 参数影响的量化评估方法. 通过Monte Carlo数值模拟,验证了该方法在不确定参数变异很大时也能够保持较好的精度,具有一定的工程实用性.     

哈密尔顿系统的连续有限元法及守恒性

利用常微分方程的连续有限元法,证明了线性哈密尔顿系统的连续一、二、三次有限元法为辛算法;对非线性哈密尔顿系统,本文证明了连续一次有限元在3阶量意义下近似保辛,且保持能量守恒,并在数值计算上探讨了守恒性和近似程度,结果与理论相吻合.     

Exact stationary probability density functions for non-linear systems under Poisson white noise excitation

The paper presents exact stationary probability density functions for systems under Poisson white noise excitation. Two different solution methods are outlined. In the first one, a class of non-linear systems is determined whose state vector is a memoryless transformation of the state vector of a linear system. The second method considers the generalized Fokker-Planck (Kolmogorov-forward) equation. Non-linear system functions are identified such that the stationary solution of the system admits a prescribed stationary probability density function. Both methods make use of the stochastic integro-differential equations approach. This approach seems to have some computational advantages for the determination of exact stationary probability density functions when compared to the stochastic differential equations approach.