拟不可积Hamilton系统响应的随机最优控制

提出了一种基于拟不可积Hamilton系统随机平均法和随机动态规划原理的控制策略.它可以对受高斯白噪声激励的拟不可积Hamilton系统进行非线性随机最优控制,以使系统的响应最小化.利用拟不可积Hamilton系统随机平均法可以将受控的拟不可积Hamilton系统降维成一维的Ito随机微分方程.利用随机动态规划原理可以为系统响应最小化问题建立动态规划方程.在控制力为有界的条件下,从动态规划方程中可以确定出最优控制规律.受控系统的响应是通过求解与Ito随机微分方程相联系的FPK方程得到的,用一个例子阐述了这一随机最优控制策略的实施过程.     

拟哈密顿系统非线性随机最优控制

主要介绍近十几年来拟哈密顿系统非线性随机最优控制理论方法及其应用的研究成果, 包括基于拟哈密顿系统随机平均法与随机动态规划原理的非线性随机最优控制基本策略, 即响应极小化控制、随机稳定化、首次穿越损坏最小化控制、以概率密度为目标的控制, 为将它们应用于工程实际而作的部分可观测系统最优控制、有界控制、时滞控制、半主动控制、极小极大控制的进一步研究, 以及综合考虑这些实际问题的非线性随机最优控制的综合策略, 非线性随机最优控制在滞迟系统、分数维系统等中的若干应用, 介绍与这些研究有关的背景, 并指出今后有待进一步研究的问题.     

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

An optimal vibration control strategy for partially observable nonlinear quasi Hamiltonian 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 It stochastic 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 effciency.     

STOCHASTIC OPTIMAL CONTROL OF HYSTERETIC SYSTEMS UNDER EXTERNALLY AND PARAMETRICALLY RANDOM EXCITATIONS

A stochastic optimal control method for nonlinear hysteretic systems under exter-nally and/or parametrically random excitations is presented and illustrated with an example ofhysteretic column system.A hysteretic system subject to random excitation is first replaced bya nonlinear non-hysteretic stochastic system.An It stochastic differential equation for the to-tal energy of the system as a one-dimensional controlled diffusion process is derived by usingthe stochastic averaging method of energy envelope.A dynamical programming equation is thenestablished based on the stochastic dynamical programming principle and solved to yield the op-timal control force.Finally,the responses of uncontrolled and controlled systems are evaluatedto determine the control efficacy.It is shown by numerical results that the proposed stochasticoptimal control method is more effective and efficient than other optimal control methods.     

非线性随机动力学与控制的哈密顿理论框架

近几年来,笔者提出与发展了随机激励的耗散的哈密顿系统理论,包括精确平稳解、等效非线性系统法、拟哈密顿系统随机平均法、拟哈密顿系统的随机稳定性与随机分岔、首次穿越损坏分析方法及非线性随机最优控制策略,从而构成了一个非线性随机动力学与控制的哈密顿理论框架.本文简要介绍这一理论框架.     

STOCHASTIC OPTIMAL CONTROL OF STRONGLY NONLINEAR SYSTEMS UNDER WIDE-BAND RANDOM EXCITATION WITH ACTUATOR SATURATION

A bounded optimal control strategy for strongly non-linear systems under non-white wide-band random excitation with actuator saturation is proposed. First, the stochastic averaging method is introduced for controlled strongly non-linear systems under wide-band random excitation using generalized harmonic functions. Then, the dynamical programming equation for the saturated control problem is formulated from the partially averaged Itō equation based on the dynamical programming principle. The optimal control consisting of the unbounded optimal control and the bounded bang-bang control is determined by solving the dynamical programming equation. Finally, the response of the optimally controlled system is predicted by solving the reduced Fokker-Planck-Kolmogorov （FPK） equation associated with the completed averaged Itō equation. An example is given to illustrate the proposed control strategy. Numerical results show that the proposed control strategy has high control effectiveness and efficiency and the chattering is reduced significantly comparing with the bang-bang control strategy.     

多自由度非线性随机系统的响应与稳定性

响应与稳定性分析一直是随机动力学研究的热点, 发展预测随机响应及判定系统响应性态的方法具有重要的科学意义与广阔的应用前景. 本文综述了有关多自由度非线性随机系统的响应与稳定性的研究. 首先简介用于随机系统响应预测的Fokker-Planck-Kolmogorov方程法、随机平均法、等效线性化法、等效非线性系统法和Monte Carlo模拟法, 评述其优缺点, 进而讨论了多自由度非线性随机系统响应的精确平稳解、近似瞬态解的研究现状. 然后介绍了随机系统稳定性分析的两类方法, 即Lyapunov函数法及Lyapunov指数法,并综述了多自由度非线性随机系统稳定性分析的研究现状. 最后给出几点发展建议.     

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.      

随机和区间非齐次线性哈密顿系统的比较研究及其应用

随着计算机技术的飞速发展,更高效、更稳定和长时间模拟能力更强的数值算法需求迫切.哈密顿系统辛算法与传统算法相比在稳定性和长期模拟方面具有显著优越性.但动力系统中不可避免地存在大量不同程度的不确定性,动力学分析中需要考虑这些不确定性的影响以确保合理有效性.然而,目前考虑参数不确定性的哈密顿系统响应分析的研究基础还比较薄弱.为此,本文考虑随机和区间参数不确定性,对两种不确定性非齐次线性哈密顿系统分析计算结果进行了比较研究,从而突破了传统哈密顿系统的局限性,并应用于结构动力响应评估中.首先,针对确定性非齐次线性哈密顿系统,提出了考虑确定性扰动的参数摄动法;在此基础上,分别提出了随机、区间非齐次线性哈密顿系统的参数摄动法,得到了它们响应界限的数学表达;随后,用数学理论推导得到了区间响应范围包含随机响应范围的相容性结论;最后,两个数值算例在较小时间步长下验证了所提方法在结构动力响应中的可行性和有效性,体现了随机、区间哈密顿系统响应结果之间的包络关系,并在较大时间步长下与传统方法相比较凸显了哈密顿系统辛算法的数值计算优势、与蒙特卡洛模拟方法相比较验证了所提方法的精度.     

随机最优控制方法识别动力学系统局部非线性

利用随机动态规划方法可以得到线性二次型高斯问题的最优控制解．基于这一结果与系统辨识问题最优控制解的概念,将动力学系统中局部非线性结构参数的辨识问题转化为求解对应线性系统的最优控制问题,利用线性系统随机最优控制的理论与方法,结合FSM（ForceStateMapping）方法,提出了识别动力学系统中局部非线性回复力类型及结构参数的新方法．所研究系统由大的线性子结构与一个或多个非线性子结构组成,其中线性结构的模型参数已知,待辨识量为局部非线性结构参数．     

亏损系统模态优化控制Riccati方程的求解方法

讨论亏损重复特征值的Ｒｉｃｃａｔｉ方程的模态控制算法．由于亏损特征值的Ｊｏｒｄａｎ块矩阵的阶数ｍ小于状态方程的阶数ｎ,即ｍ＜＜ｎ;所提出的模态控制算法可极大地减少计算工作量．其中的数值例子说明了该方法的有效性．     

A NOTE ON STOCHASTIC OPTIMAL CONTROL OF REFLECTED DIFFUSIONS WITH JUMPS

ＩｎｔｒｏｄｕｃｔｉｏｎＴｈｅｓｔｏｃｈａｓｔｉｃｏｐｔｉｍａｌｃｏｎｔｒｏｌｐｒｏｂｌｅｍｓｏｆｒｅｆｌｅｃｔｅｄｄｉｆｆｕｓｉｏｎｐｒｏｃｅｓｓｅｓｈａｓｂｅｅｎｃｏｎｓｉｄｅｒｅｄｂｙｓｏｍｅｍａｔｈｅｍａｔｉｃｉａｎｓ,ｆｏｒｉｎｓｔａｎｃｅ ,Ｐ .Ｌ .Ｌｉｏｎｓｉｎ [1 ] ,ａｎｄＪ.Ｌ .ＭｅｎａｌｄｉａｎｄＭ .Ｒｏｂｉｎｉｎ[2 ] .Ｉｎｔｈｉｓｐａｐｅｒ,ｗｅｗｉｌｌｃｏｎｓｉｄｅｒａｓｔｏｃｈａｓｔｉｃｏｐｔｉｍａｌｃｏｎｔｒｏｌｐｒｏｂｌｅｍｏｆｒｅｆｌｅｃｔｅｄｄｉｆｆｕｓｉｏｎｓｗｉｔ…     

NEW METHOD FOR THE CONSTRUCTION OF INTEGRABLE HAMILTONIAN SYSTEMS

ＡＮＥＷＭＥＴＨＯＤＦＯＲＴＨＥＣＯＮＳＴＲＵＣＴＩＯＮＯＦＩＮＴＥＧＲＡＢＬＥＨＡＭＩＬＴＯＮＩＡＮＳＹＳＴＥＭＳＧａｏＰｕｙｕｎ（高普云)（ＤｅｐａｒｔｍｅｎｔｏｆＭａｔｈｅｍａｔｉｃｓ，ＮａｎｊｉｎｇＵｎｉｖｅｒｓｉｔｙ，Ｎａｎｉｊｉｎｇ２１０?..     

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.     

非线性随机动力系统的稳定性和分岔研究

在随机动力系统中的分岔──噪声导致的跃迁行为，是一种有别于确定性系统分岔与混沌的独特的非线性复杂现象．本文全面评述非线性随机系统的稳定性问题、离出问题、随机动力系统理论和随机分岔等各项研究的发展历史、基本的思想方法以及主要的研究成果．     

随机结构动力反应分析的概率密度演化方法

提出了随机结构动力反应分析的概率密度演化方法．基于有限单元法基本原理，导出了含有随机参数的结构反应状态方程，进而，通过引入扩展状态向量，建立了随机结构反应的概率密度演化方程．将精细时程积分方法与Lax-Wendroff差分格式相结合，探讨了求解概率密度演化方程的数值方法．对一个8层层间剪切型随机结构进行了算例分析，并与Monte Carlo方法的结果进行了比较．研究表明，随机结构反应的概率密度具有演化特征，且概率密度曲线与正态分布差异甚大，甚至可能出现双峰曲线．     

First-passage time of quasi-non-integrable-Hamiltonian system

Studies on first-passage failure are extended to the multi-degree-of-freedom quasi-non-integrable-Hamiltonian systems under parametric excitations of Gaussian white noises in this paper. By the stochastic averaging method of energy envelope, the system's energy can be modeled as a one-dimensional approximate diffusion process by which the classical Pontryagin equation with suitable boundary conditions is applicable to analyzing the statistical moments of the first-passage time of an arbitrary order. An example is studied in detail and some numerical results are given to illustrate the above procedure. The project supported by the Post-Doctoral Foundation of China     

自由下落猫姿态最优控制的混合优化策略

研究猫自由下落时的转体运动对探索宇航员在太空失重状态下的空间运动规律具有重要的参考价值.针对猫自由下落时四肢先着地现象的姿态最优控制问题,提出一种由Gauss伪谱法求解可行解与直接打靶法求解最优精确解相结合的混合优化策略.首先,根据猫在自由下落过程中的角动量守恒原理,推导出简化后的两对称刚体系统的非完整姿态运动方程;然后基于Gauss伪谱法将此无漂移系统的姿态非完整运动规划问题离散为非线性规划问题,并在不考虑实际性能指标函数的条件下利用序列二次规划算法求解此非线性规划问题在较少节点时对应的控制变量可行解,再通过三次样条插值获取较多节点时的控制变量值;最后基于直接打靶法将插值得到的控制值作为序列二次规划算法的初始猜测值,从而求解得到最优的控制输入,再代入系统姿态运动方程,通过数值积分得到落体猫的转体姿态运动曲线.通过数值仿真,求解得到的姿态运动曲线是光滑的,能以较高的精度到达预定的目标姿态;最优控制输入也能满足预先设计的零边界控制要求以及最大控制要求;结果表明了此混合优化策略具有较强的鲁棒性和有效性.     

NUMERICAL SOLUTIONS OF OPTIMAL CONTROL FOR THERMALLY CONVECTIVE FLOWS

We study the numerical solution of optimal control problems associated with two-dimensional viscous incompressible thermally convective flows. Although the techniques apply to more general settings, the presentation is confined to the objectives of minimizing the vorticity in the steady state case and tracking the velocity field in the non-stationary case with boundary temperature controls. In the steady state case we develop a systematic way to use the Lagrange multiplier rules to derive an optimality system of equations from which an optimal solution can be computed; finite element methods are used to find approximate solutions for the optimality system of equations. In the time-dependent case a piecewise-in-time optimal control approach is proposed and the fully discrete approximation algorithm for solving the piecewise optimal control problem is defined. Numerical results are presented for both the steady state and time-dependent optimal control problems. © 1997 John Wiley & Sons, Ltd.     

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.