• Title/Summary/Keyword: stochastic control

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Nonlinear stochastic optimal control strategy of hysteretic structures

  • Li, Jie;Peng, Yong-Bo;Chen, Jian-Bing
    • Structural Engineering and Mechanics
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    • v.38 no.1
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    • pp.39-63
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    • 2011
  • Referring to the formulation of physical stochastic optimal control of structures and the scheme of optimal polynomial control, a nonlinear stochastic optimal control strategy is developed for a class of structural systems with hysteretic behaviors in the present paper. This control strategy provides an amenable approach to the classical stochastic optimal control strategies, bypasses the dilemma involved in It$\hat{o}$-type stochastic differential equations and is applicable to the dynamical systems driven by practical non-stationary and non-white random excitations, such as earthquake ground motions, strong winds and sea waves. The newly developed generalized optimal control policy is integrated in the nonlinear stochastic optimal control scheme so as to logically distribute the controllers and design their parameters associated with control gains. For illustrative purposes, the stochastic optimal controls of two base-excited multi-degree-of-freedom structural systems with hysteretic behavior in Clough bilinear model and Bouc-Wen differential model, respectively, are investigated. Numerical results reveal that a linear control with the 1st-order controller suffices even for the hysteretic structural systems when a control criterion in exceedance probability performance function for designing the weighting matrices is employed. This is practically meaningful due to the nonlinear controllers which may be associated with dynamical instabilities being saved. It is also noted that using the generalized optimal control policy, the maximum control effectiveness with the few number of control devices can be achieved, allowing for a desirable structural performance. It is remarked, meanwhile, that the response process and energy-dissipation behavior of the hysteretic structures are controlled to a certain extent.

The Construct of the Program Control with Probability is Equaled to 1 for the Some Class of Stochastic Systems

  • Chalykh, Elena
    • Journal of Ubiquitous Convergence Technology
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    • v.2 no.2
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    • pp.105-110
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    • 2008
  • The definition of the program control is introduced on the theory of the basis of the first integrals SDE system. That definition allows constructing the program control gives opportunity to stochastic system to remain on the given dynamic variety. The program control is considered in terms of dynamically invariant for stochastic process.

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INDEFINITE STOCHASTIC OPTIMAL LQR CONTROL WITH CROSS TERM UNDER IQ CONSTRAINTS

  • Luo, Cheng-Xin;Feng, En-Min
    • Journal of applied mathematics & informatics
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    • v.15 no.1_2
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    • pp.185-200
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    • 2004
  • A stochastic optimal LQR control problem under some integral quadratic (IQ) constraints is studied, with cross terms in both the cost and the constraint functionals, allowing all the control weighting matrices being indefinite. Sufficient conditions for the well-posedness of this problem are given. When these conditions are satisfied, the optimal control is explicitly derived via dual theory.

A Study of 'Mode Selecting Stochastic Controller' for a Dynamic System Under Random Vibration

  • Kim Yong-Kwan;Lee Jong-Bok;Heo Hoon
    • Journal of Mechanical Science and Technology
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    • v.19 no.10
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    • pp.1846-1855
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    • 2005
  • This paper presents a new stochastic controller applied on the vibration control system under irregular disturbances based on the mode selection scheme. Measured displacement and frequency characteristics are simultaneously used in designing a mode selecting controller. This technique is validated by applying to the suppression problem of a flexible beam with randomly vibrated circumstances. The presented method, called Mode Selecting Stochastic Controller, uses the frequency measurement of the flexible system based on a Fast-Fourier transformation algorithm. This controller is constructed by combining mode selection method with previous known Stochastic Controller in real time: Numerical simulations and several experiments are conducted to validate the proposed method. The performance of the proposed method is compared with a stochastic controller developed recently. This method was improved compared with previous one.

An Experimental Study on the Stochastic Control of a Flexible Structural System (유연한 구조물의 확률론적 제어에 대한 실험적 연구)

  • Kim, Dae-Jung;Heo, Hoon
    • Journal of KSNVE
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    • v.9 no.3
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    • pp.502-508
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    • 1999
  • Newly developed control methodology applied to dynamic system under random disturbance is investigated and its performance is verified experimentall. Flexible cantilever beam sticked with piezofilm sensor and piezoceramic actuator is modelled in physical domain. Dynamic moment equation for the system is derived via Ito's stochastic differential equation and F-P-K equation. Also system's characteristics in stochastic domain is analyzed simultaneously. LQG controller is designed and used in physical and stochastic domain as wall. It is shown experimentally that randomly excited beam on the base is controlled effectively by designed LQG controller in physical domain. By comparing the result with that of LQG controller designed in stochastic domain, it is shown that new control method, what we called $\ulcorner$Heo-stochastic controller design technique$\lrcorner$, has better performance than conventional ones as a controller.

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ADAPTIVE CONTROL USING NEURAL NETWORK FOR MINIMUM-PHASE STOCHASTIC NONLINEAR SYSTEM

  • Seok, Jinwuk
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.18-18
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    • 2000
  • In this paper, some geometric condition for a stochastic nonlinear system and an adaptive control method for minimum-phase stochastic nonlinear system using neural network are provided. The state feedback linearization is widely used technique for excluding nonlinear terms in nonlinear system. However, in the stochastic environment, even if the minimum phase linear system derived by the feedback linearization is not sufficient to be controlled robustly. the viewpoint of that, it is necessary to make an additional condition for observation of nonlinear stochastic system, called perfect filtering condition. In addition, on the above stochastic nonlinear observation condition, I propose an adaptive control law using neural network. Computer simulation shows that the stochastic nonlinear system satisfying perfect filtering condition is controllable and the proposed neural adaptive controller is more efficient than the conventional adaptive controller

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Stochastic control approach to reliability of elasto-plastic structures

  • Au, Siu-Kui
    • Structural Engineering and Mechanics
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    • v.32 no.1
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    • pp.21-36
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    • 2009
  • An importance sampling method is presented for computing the first passage probability of elasto-plastic structures under stochastic excitations. The importance sampling distribution corresponds to shifting the mean of the excitation to an 'adapted' stochastic process whose future is determined based on information only up to the present. A stochastic control approach is adopted for designing the adapted process. The optimal control law is determined by a control potential, which satisfies the Bellman's equation, a nonlinear partial differential equation on the response state-space. Numerical results for a single-degree-of freedom elasto-plastic structure shows that the proposed method leads to significant improvement in variance reduction over importance sampling using design points reported recently.

A stochastic optimal time-delay control for nonlinear structural systems

  • Ying, Z.G.;Zhu, W.Q.
    • Structural Engineering and Mechanics
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    • v.31 no.5
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    • pp.621-624
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    • 2009
  • The time delay in active and semi-active controls is an important research subject. Many researches on the time-delay control for deterministic systems have been made (Hu and Wang 2002, Yang et al. 1990, Abdel-Mooty and Roorda 1991, Pu 1998, Cai and Huang 2002), while the study on that for stochastic systems is very limited. The effects of the time delay on the control of nonlinear systems under Gaussian white noise excitations have been studied by Bilello et al. (2002). The controlled linear systems with deterministic and random time delay subjected to Gaussian white noise excitations have been treated by Grigoriu (1997). Recently, a stochastic averaging method for quasi-integrable Hamiltonian systems with time delay has been proposed (Liu and Zhu 2007). In the present paper, a stochastic optimal time-delay control method for stochastically excited nonlinear structural systems is proposed based on the stochastic averaging method for quasi Hamiltonian systems with time delay and the stochastic dynamical programming principle. An example of stochastically excited and controlled hysteretic column is given to illustrate the proposed control method.

Differential Geometric Conditions for the state Observation using a Recurrent Neural Network in a Stochastic Nonlinear System

  • Seok, Jin-Wuk;Mah, Pyeong-Soo
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.592-597
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    • 2003
  • In this paper, some differential geometric conditions for the observer using a recurrent neural network are provided in terms of a stochastic nonlinear system control. In the stochastic nonlinear system, it is necessary to make an additional condition for observation of stochastic nonlinear system, called perfect filtering condition. In addition, we provide a observer using a recurrent neural network for the observation of a stochastic nonlinear system with the proposed observation conditions. Computer simulation shows that the control performance of the stochastic nonlinear system with a observer using a recurrent neural network satisfying the proposed conditions is more efficient than the conventional observer as Kalman filter

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A FILTERING CONDITION AND STOCHASTIC ADAPTIVE CONTROL USING NEURAL NETWORK FOR MINIMUM-PHASE STOCHASTIC NONLINEAR SYSTEM (최소위상 확률 비선형 시스템을 위한 필터링 조건과 신경회로망을 사용한 적응제어)

  • Seok, Jin-Wuk
    • Proceedings of the KIEE Conference
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    • 2001.11c
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    • pp.18-21
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    • 2001
  • In this paper, some geometric condition for a stochastic nonlinear system and an adaptive control method for minimum-phase stochastic nonlinear system using neural network me provided. The state feedback linearization is widely used technique for excluding nonlinear terms in nonlinear system. However, in the stochastic environment, even if the minimum phase linear system derived by the feedback linearization is not sufficient to be controlled robustly. In the viewpoint of that, it is necessary to make an additional condition for observation of nonlinear stochastic system, called perfect filtering condition. In addition, on the above stochastic nonlinear observation condition, I propose an adaptive control law using neural network. Computer simulation shoo's that the stochastic nonlinear system satisfying perfect filtering condition is controllable and the proposed neural adaptive controller is more efficient than the conventional adaptive controller.

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