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STOCHASTIC OPTIMAL CONTROL OF HYSTERETIC SYSTEMS UNDER EXTERNALLY AND PARAMETRICALLY RANDOM EXCITATIONS
引用本文:Ying Zuguang Zhu Weiqiu (Department of Mechanics,Zhejiang University,Hangzhou 310027,China). STOCHASTIC OPTIMAL CONTROL OF HYSTERETIC SYSTEMS UNDER EXTERNALLY AND PARAMETRICALLY RANDOM EXCITATIONS[J]. Acta Mechanica Solida Sinica, 2003, 16(1): 61-66. DOI: 10.1007/PL00013119
作者姓名:Ying Zuguang Zhu Weiqiu (Department of Mechanics  Zhejiang University  Hangzhou 310027  China)
作者单位:Department of Mechanics,Zhejiang University,Hangzhou 310027,China
基金项目:Project supported by the National Natural Science Foundation of China(No.19972059),Zhejiang Provincial Natural Science Foundation(No.101046)
摘    要: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.


STOCHASTIC OPTIMAL CONTROL OF HYSTERETIC SYSTEMS UNDER EXTERNALLY AND PARAMETRICALLY RANDOM EXCITATIONS
Ying Zuguang Zhu Weiqiu. STOCHASTIC OPTIMAL CONTROL OF HYSTERETIC SYSTEMS UNDER EXTERNALLY AND PARAMETRICALLY RANDOM EXCITATIONS[J]. Acta Mechanica Solida Sinica, 2003, 16(1): 61-66. DOI: 10.1007/PL00013119
Authors:Ying Zuguang Zhu Weiqiu
Affiliation:(1) Department of Mechanics, Zhejiang University, Hangzhou 310027, China, CN
Abstract:A stochastic optimal control method for nonlinear hysteretic systems under exter- nally and/or parametrically random excitations is presented and illustrated with an example of hysteretic column system.A hysteretic system subject to random excitation is first replaced by a 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 using the stochastic averaging method of energy envelope.A dynamical programming equation is then established 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 evaluated to determine the control efficacy.It is shown by numerical results that the proposed stochastic optimal control method is more effective and efficient than other optimal control methods.
Keywords:stochastic optimal control  hysteretic systems  random vibration  stochastic averaging
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