• 제목/요약/키워드: stochastic differential system

검색결과 55건 처리시간 0.03초

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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    • 제어로봇시스템학회 2003년도 ICCAS
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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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Stochastic vibration response of a sandwich beam with nonlinear adjustable visco-elastomer core and supported mass

  • Ying, Z.G.;Ni, Y.Q.;Duan, Y.F.
    • Structural Engineering and Mechanics
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    • 제64권2호
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    • pp.259-270
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    • 2017
  • The stochastic vibration response of the sandwich beam with the nonlinear adjustable visco-elastomer core and supported mass under stochastic support motion excitations is studied. The nonlinear dynamic properties of the visco-elastomer core are considered. The nonlinear partial differential equations for the horizontal and vertical coupling motions of the sandwich beam are derived. An analytical solution method for the stochastic vibration response of the nonlinear sandwich beam is developed. The nonlinear partial differential equations are converted into the nonlinear ordinary differential equations representing the nonlinear stochastic multi-degree-of-freedom system by using the Galerkin method. The nonlinear stochastic system is converted further into the equivalent quasi-linear system by using the statistic linearization method. The frequency-response function, response spectral density and mean square response expressions of the nonlinear sandwich beam are obtained. Numerical results are given to illustrate new stochastic vibration response characteristics and response reduction capability of the sandwich beam with the nonlinear visco-elastomer core and supported mass under stochastic support motion excitations. The influences of geometric and physical parameters on the stochastic response of the nonlinear sandwich beam are discussed, and the numerical results of the nonlinear sandwich beam are compared with those of the sandwich beam with linear visco-elastomer core.

A CLASS OF NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS(SDES) WITH JUMPS DERIVED BY PARTICLE REPRESENTATIONS

  • KWON YOUNGMEE;KANG HYE-JEONG
    • 대한수학회지
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    • 제42권2호
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    • pp.269-289
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    • 2005
  • An infinite system of stochastic differential equations (SDE)driven by Brownian motions and compensated Poisson random measures for the locations and weights of a collection of particles is considered. This is an analogue of the work by Kurtz and Xiong where compensated Poisson random measures are replaced by white noise. The particles interact through their weighted measure V, which is shown to be a solution of a stochastic differential equation. Also a limit theorem for system of SDE is proved when the corresponding Poisson random measures in SDE converge to white noise.

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

  • 김대중;허훈
    • 소음진동
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    • 제9권3호
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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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Stochastic optimal control analysis of a piezoelectric shell subjected to stochastic boundary perturbations

  • Ying, Z.G.;Feng, J.;Zhu, W.Q.;Ni, Y.Q.
    • Smart Structures and Systems
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    • 제9권3호
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    • pp.231-251
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    • 2012
  • The stochastic optimal control for a piezoelectric spherically symmetric shell subjected to stochastic boundary perturbations is constructed, analyzed and evaluated. The stochastic optimal control problem on the boundary stress output reduction of the piezoelectric shell subjected to stochastic boundary displacement perturbations is presented. The electric potential integral as a function of displacement is obtained to convert the differential equations for the piezoelectric shell with electrical and mechanical coupling into the equation only for displacement. The displacement transformation is constructed to convert the stochastic boundary conditions into homogeneous ones, and the transformed displacement is expanded in space to convert further the partial differential equation for displacement into ordinary differential equations by using the Galerkin method. Then the stochastic optimal control problem of the piezoelectric shell in partial differential equations is transformed into that of the multi-degree-of-freedom system. The optimal control law for electric potential is determined according to the stochastic dynamical programming principle. The frequency-response function matrix, power spectral density matrix and correlation function matrix of the controlled system response are derived based on the theory of random vibration. The expressions of mean-square stress, displacement and electric potential of the controlled piezoelectric shell are finally obtained to evaluate the control effectiveness. Numerical results are given to illustrate the high relative reduction in the root-mean-square boundary stress of the piezoelectric shell subjected to stochastic boundary displacement perturbations by the optimal electric potential control.

OPTIMAL CONTROL ON SEMILINEAR RETARDED STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS DRIVEN BY POISSON JUMPS IN HILBERT SPACE

  • Nagarajan, Durga;Palanisamy, Muthukumar
    • 대한수학회보
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    • 제55권2호
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    • pp.479-497
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    • 2018
  • This paper deals with an optimal control on semilinear stochastic functional differential equations with Poisson jumps in a Hilbert space. The existence of an optimal control is derived by the solution of proposed system which satisfies weakly sequentially compactness. Also the stochastic maximum principle for the optimal control is established by using spike variation technique of optimal control with a convex control domain in Hilbert space. Finally, an application of retarded type stochastic Burgers equation is given to illustrate the theory.

CONTROLLABILITY FOR SEMILINEAR STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH DELAYS IN HILBERT SPACES

  • Kim, Daewook;Jeong, Jin-Mun
    • 충청수학회지
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    • 제34권4호
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    • pp.355-368
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    • 2021
  • In this paper, we investigate necessary and sufficient conditions for the approximate controllability for semilinear stochastic functional differential equations with delays in Hilbert spaces without the strict range condition on the controller even though the equations contain unbounded principal operators, delay terms and local Lipschitz continuity of the nonlinear term.

COMPLETE CONTROLLABILITY OF SEMILINEAR STOCHASTIC INTEGRO-DIFFERENTIAL EQUATIONS WITH INFINITE DELAY AND POISSON JUMPS

  • D.N., CHALISHAJAR;A., ANGURAJ;K., RAVIKUMAR;K., MALAR
    • Journal of Applied and Pure Mathematics
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    • 제4권5_6호
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    • pp.299-315
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    • 2022
  • This manuscript deals with the exact (complete) controllability of semilinear stochastic differential equations with infinite delay and Poisson jumps utilizing some basic and readily verified conditions. The results are obtained by using fixed-point approach and by using advance phase space definition for infinite delay part. We have used the axiomatic definition of the phase space in terms of stochastic process to consider the time delay of the system. An infinite delay along with the Poisson jump is the new investigation for the given stochastic system. An example is given to illustrate the effectiveness of the results.

공탄성시스템의 확률론적 제어에 대한 실험적 연구 (An Experimental Study on the Stochastic Control of a Aeroelastic System)

  • 김대중;박상태;정재욱;허훈
    • 대한기계학회논문집A
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    • 제23권11호
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    • pp.2007-2013
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    • 1999
  • A Newly proposed control methodology applied to the aeroelastic system experiencing flutter is investigated and its performance is verified experimentally. The flexible cantilever beam slicked 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. It is shown experimentally that the vibration of beam 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 the new control method, called Heo-stochastic control technique, has better performance as a controller.

A NOTE ON EXPONENTIAL ALMOST SURE STABILITY OF STOCHASTIC DIFFERENTIAL EQUATION

  • Mao, Xuerong;Song, Qingshuo;Yang, Dichuan
    • 대한수학회보
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    • 제51권1호
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    • pp.221-227
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    • 2014
  • Our goal is to relax a sufficient condition for the exponential almost sure stability of a certain class of stochastic differential equations. Compared to the existing theory, we prove the almost sure stability, replacing Lipschitz continuity and linear growth conditions by the existence of a strong solution of the underlying stochastic differential equation. This result is extendable for the regime-switching system. An explicit example is provided for the illustration purpose.