Optimal control strategies for stochastically excited quasi partially integrable Hamiltonian systems

In this paper two different control strategies designed to alleviate the response of quasi partially integrable Hamiltonian systems subjected to stochastic excitation are proposed. First, by using the stochastic averaging method for quasi partially integrable Hamiltonian systems, an n-DOF controlled quasi partially integrable Hamiltonian system with stochastic excitation is converted into a set of partially averaged Itô stochastic differential equations. Then, the dynamical programming equation associated with the partially averaged Itô equations is formulated by applying the stochastic dynamical programming principle. In the first control strategy, the optimal control law is derived from the dynamical programming equation and the control constraints without solving the dynamical programming equation. In the second control strategy, the optimal control law is obtained by solving the dynamical programming equation. Finally, both the responses of controlled and uncontrolled systems are predicted through solving the Fokker-Plank-Kolmogorov equation associated with fully averaged Itô equations. An example is worked out to illustrate the application and effectiveness of the two proposed control strategies.     

Calculation of high-dimensional probability density functions of stochastically excited nonlinear mechanical systems

Technical systems are subjected to a variety of excitations that cannot generally be described in deterministic ways. External disturbances like wind gusts or road roughness as well as uncertainties in system parameters can be described by random variables, with statistical parameters identified through measurements, for instance.     

Stochastic optimal bounded control of MDOF quasi nonintegrable-Hamiltonian systems with actuator saturation

A new bounded optimal control strategy for multi-degree-of-freedom (MDOF) quasi nonintegrable-Hamiltonian systems with actuator saturation is proposed. First, an n-degree-of-freedom (n-DOF) controlled quasi nonintegrable-Hamiltonian system is reduced to a partially averaged Itô stochastic differential equation by using the stochastic averaging method for quasi nonintegrable-Hamiltonian systems. Then, a dynamical programming equation is established by using the stochastic dynamical programming principle, from which the optimal control law consisting of optimal unbounded control and bang–bang control is derived. Finally, the response of the optimally controlled system is predicted by solving the Fokker–Planck–Kolmogorov (FPK) equation associated with the fully averaged Itô equation. An example of two controlled nonlinearly coupled Duffing oscillators is worked out in detail. Numerical results show that the proposed control strategy has high control effectiveness and efficiency and that chattering is reduced significantly compared with the bang–bang control strategy.     

Optimal bounded control for nonlinear stochastic smart structure systems based on extended Kalman filter

An optimal bounded control strategy for smart structure systems as controlled Hamiltonian systems with random excitations and noised observations is proposed. The basic dynamic equations for a smart structure system with smart sensors and actuators are firstly given. The nonlinear stochastic control system with noised observations is then obtained from the simplified smart structure system, and the system is expressed by generalized Hamiltonian equations with control, random excitation and dissipative forces. The optimal control problem for nonlinear stochastic systems with noised observations includes two parts: optimal state estimation and optimal response control based on estimated states, which are coupled each other. The probability density of optimally estimated systems has generally infinite dimensions based on the separation theorem. The proposed optimal control strategy gives an approximate separate solution. First, the optimally estimated system state is determined by the observations based on the extended Kalman filter, and the estimated nonlinear system with controls and stochastic excitations is obtained which has finite-dimensional probability density. Second, the dynamical programming equation for the estimated system is determined based on the stochastic dynamical programming principle. The control boundedness due to actuator saturation is considered, and the optimal bounded control law is obtained by the programming equation with the bounded control constraint. The optimal control depends on the estimated system state which is determined by noised observations. The proposed optimal bounded control strategy is finally applied to a single-degree-of-freedom nonlinear stochastic system with control and noised observation. The remarkable vibration control effectiveness is illustrated with numerical results. Thus the proposed optimal bounded control strategy is promising for application to nonlinear stochastic smart structure systems with noised observations.     

Chaos and bifurcation analysis of stochastically excited discontinuous nonlinear oscillators

Nonlinear Dynamics - Dynamics of discontinuous nonlinear systems subjected to random excitation is studied. Such systems occur in many mechanical and aerospace applications involving impact,...     

Optimal bounded control for maximizing reliability of Duhem hysteretic systems

The optimal bounded control of stochastic-excited systems with Duhem hysteretic components for maximizing system reliability is investigated. The Duhem hysteretic force is transformed to energy-depending damping and stiffness by the energy dissipation balance technique. The controlled system is transformed to the equivalent nonhysteretic system. Stochastic averaging is then implemented to obtain the Itô stochastic equation associated with the total energy of the vibrating system, appropriate for evaluating system responses. Dynamical programming equations for maximizing system reliability are formulated by the dynamical programming principle. The optimal bounded control is derived from the maximization condition in the dynamical programming equation. Finally, the conditional reliability function and mean time of first-passage failure of the optimal Duhem systems are numerically solved from the Kolmogorov equations. The proposed procedure is illustrated with a representative example.     

Optimal bounded control of quasi-nonintegrable Hamiltonian systems using stochastic maximum principle

A new procedure for designing optimal bounded control of quasi-nonintegrable Hamiltonian systems with actuator saturation is proposed based on the stochastic averaging method for quasi-nonintegrable Hamiltonian systems and the stochastic maximum principle. First, the stochastic averaging method for controlled quasi-nonintegrable Hamiltonian systems is introduced. The original control problem is converted into one for a partially averaged equation of system energy together with a partially averaged performance index. Then, the adjoint equation and the maximum condition of the partially averaged control problem are derived based on the stochastic maximum principle. The bounded optimal control forces are obtained from the maximum condition and solving the forward–backward stochastic differential equations (FBSDE). For infinite time-interval ergodic control, the adjoint variable is stationary process, and the FBSDE is reduced to an ordinary differential equation. Finally, the stationary probability density of the Hamiltonian and other response statistics of optimally controlled system are obtained by solving the Fokker–Plank–Kolmogorov equation associated with the fully averaged Itô equation of the controlled system. For comparison, the bang–bang control is also presented. An example of two degree-of-freedom quasi-nonintegrable Hamiltonian system is worked out to illustrate the proposed procedure and its effectiveness. Numerical results show that the proposed control strategy has higher control efficiency and less discontinuous control force than the corresponding bang–bang control at the price of slightly less control effectiveness.     

Optimal bounded control for minimizing the response of quasi-integrable Hamiltonian systems

A procedure for designing optimal bounded control to minimize the response of quasi-integrable Hamiltonian systems is proposed based on the stochastic averaging method for quasi-integrable Hamiltonian systems and the stochastic dynamical programming principle. The equations of motion of a controlled quasi-integrable Hamiltonian system are first reduced to a set of partially completed averaged Itô stochastic differential equations by using the stochastic averaging method for quasi-integrable Hamiltonian systems. Then, the dynamical programming equation for the control problems of minimizing the response of the averaged system is formulated based on the dynamical programming principle. The optimal control law is derived from the dynamical programming equation and control constraints without solving the dynamical programming equation. The response of optimally controlled systems is predicted through solving the Fokker-Planck-Kolmogrov equation associated with fully completed averaged Itô equations. Finally, two examples are worked out in detail to illustrate the application and effectiveness of the proposed control strategy.     

Optimal control of quadratic functionals for affine nonlinear systems

In this paper we analyze the optimal control problem for a class of affine nonlinear systems under the assumption that the associated Lie algebra is nilpotent. The Lie brackets generated by the vector fields which define the nonlinear system represent a remarkable mathematical instrument for the control of affine systems. We determine the optimal control which corresponds to the nilpotent operator of the first order. In particular, we obtain the control that minimizes the energy of the given nonlinear system. Applications of this control to bilinear systems with first order nilpotent operator are considered.     

On the dynamics of randomly excited nonlinear systems

Summary The problem of characterising the dynamics of randomly excited systems is examined. It is shown that the probability approach, though conceptually more rigorous, is difficult to apply to statistics other than normal ones. The direct method of Axelby is recalled and applied to a nonlinear system with random excitation characterised by a statistic of great interest in real physical systems. The application is developed parametrically with reference to a second order system for which the calculations are developed and the quantitative results discussed.

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Sommario Nella disamina del problema di caratterizzare il comportamento dinamico di sistemi eccitati da segnali casuali, si mette in rilievo come l'approccio probabilistico, sebbene concettualmente più rigoroso, sia di difficile applicazione ai casi statistici oltre che a quelli normali. Si richiama quindi il metodo diretto di Axelby che viene applicato ad un sistema non lineare eccitato da un segnale casuale. Lo sviluppo dell'applicazione, in termini parametrici, fa riferimento ad un sistema di secondo grado e i relativi risultati numerici vengono discussi nel loro significato quantitativo.

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Global transient dynamics of nonlinear parametrically excited systems

In this paper we examine the response of a typical nonlinear system that is subjected to parametric excitation. Particular attention is paid to how basins of attraction evolve such that the global transient stability of the system may be assessed. We show that at a forcing level that is considerably smaller than that at which the steady-state attractor loses its stability, there may exist a rapid erosion and stratification of the basin, signifying a global loss of engineering integrity of the system.We also show, for a system near its equilibrium state, that the boundaries in parameter space can become fractal. The significance of such an analysis is not only that it corresponds to a failure locus for a system subjected to a sudden pulse of excitation, but since the phase-space basin is often eroded throughout its central region, the determination of basin boundaries in control space can often reflect the characteristics of the phase-space basin structure, and hence on the macroscopic level they provide information regarding the global transient stability of the system.     

Stochastic minimax semi-active control for MDOF nonlinear uncertain systems under combined harmonic and wide-band noise excitations using MR dampers

A stochastic minimax semi-active control strategy for multi-degrees-of-freedom (MDOF) strongly nonlinear systems under combined harmonic and wide-band noise excitations is proposed. First, a stochastic averaging procedure is introduced for controlled uncertain strongly nonlinear systems using generalized harmonic functions and the control forces produced by Magneto-rheological (MR) dampers are split into the passive part and the active part. Then, a worst-case optimal control strategy is derived by solving a stochastic differential game problem. The worst-case disturbances and the optimal semi-active controls are obtained by solving the Hamilton–Jacobi–Isaacs (HJI) equations with the constraints of disturbance bounds and MR damper dynamics. Finally, the responses of optimally controlled MDOF nonlinear systems are predicted by solving the Fokker–Planck–Kolmogorov (FPK) equation associated with the fully averaged Itô equations. Two examples are worked out in detail to illustrate the proposed control strategy. The effectiveness of the proposed control strategy is verified by using the results from Monte Carlo simulation.     

Global bifurcations in externally excited two-degree-of-freedom nonlinear systems

In this study we examine the global dynamics associated with a generic two-degree-of-freedom (2-DOF), coupled nonlinear system that is externally excited. The method of averaging is used to obtain the second order approximation of the response of the system in the presence of one-one internal resonance and subharmonic external resonance. This system can describe a variety of physical phenomena such as the motion of an initially deflected shallow arch, pitching vibrations in a nonlinear vibration absorber, nonlinear response of suspended cables etc. Using a perturbation method developed by Kovai and Wiggins (1992), we show the existence of Silnikov type homoclinic orbits which may lead to chaotic behavior in this system. Here two different cases are examined and conditions are obtained for the existence of Silnikov type chaos.An earlier version of this paper was presented in the workshop on Applications of Pattern Formation at the Fields Institute of Mathematical Sciences, Waterloo, Canada, March 1993.     

Controlling erosion of safe basin in nonlinear parametrically excited systems

This paper considers the dynamical behavior of a Duffing-Mathieu type system with a cubic single-well potential during the principal parametric resonance. Both the cases of constant and time-dependent excitation amplitude are used to observe the variation of the extent and the rate of the erosion in safe basins. It is evident that the appearance of fractal basin boundaries heralds the onset of the losing of structural integrity. The minimum value of control parameter to prevent the basin from erosion is given along with the excitation amplitude varying. The results show the time-dependence of excitation amplitude can be used to control the extent and the rate of the erosion and delay the first occurrence of heteroclinic tangency. The project supported by the National Natural Science Foundation of China and PSF of China.