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

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Acta Mechanica Solida Sinica,Vo1. Published by AMSS Press,Wuhan 21,No.2,April,2008 China.DOI:10.1007/s10338—008—0815—4 ISSN 0894—9166 

STOCHASTIC OPTIMAL CONTROL OF STRONGLY NONLINEAR SYSTEMS UNDER WIDE.BAND RAND OM EXCI rATION WITH ACTU舡’OR S舡’UR TION★★ 

Changshui Feng Weiqiu Zhu (Department of Mechanics,State Key Laboratory of Fluid Power Transmission and Control, Zh ̄iang University,Hangzhou 310027,China) 

Received 10 March 2008,revision received 7 April 2008 

ABSTRACT 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 averag- ing 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 It6 equation based on the dynamical programming principle.The optimal control consisting of the unbounded optimal control and the bounded bang-bang contro1is determined by solving the dynamical programming equation.Finally.the response of the optimally controlled system is predicted by solving the re- duced Fokker—Planck—Kolmogorov fFPK)equation associated with the Completed averaged It6 equation.An example is given to illustrate the proposed control strategy.Numerical results show that the proposed control strategy has high control effectiveness and emciency and the chattering is reduced significantly comparing with the bang-bang control strategy. 

KEY WORDS nonlinear system,optimal controlj actuator saturationj stochastic averaging,Wide— band random excitation 

I.INTRODUCTION Strongly nonlinear systems in science and engineering often work under severe circumstances with strong random loadings such as strong winds and/or earthquakes and must be protected from them.For a long time,only the linear quadratic Gaussian(LQG)control strategy has been used in engineering fields.Until recent years.several optimal control strategies for stochastically excited nonlinear systems have been proposed[1 5].In the control strategy developed in Refs.『41 and『51,a strategy has been proposed based on the stochastic averaging method for quasi Hamiltonian systems[6-sJ and the stochastic dynamical programming principle[ 一 .The strategy has been applied to minimize the response[12J.the feedback stabilization[13J and the feedback maximization of the reliability[14,15]of quasi Hamiltonian systems.At the same time.the cell mapping method is applied by Sun and Crespoll6 l to solve the dynamical programming equation in the stochastic optimal control of nonlinear systems,while a hybrid solution method was proposed by Bratus and Dimentberg[ J to solve the dynamical programming 

Corresponding author.Te1.:+86—571—87953102;Fax:+86—571—87952651;E—mail:wqzhu@yahoo.com Project supported by the National Natural Science Foundation of China(Nos.10332030 and 10772159)and Research Fund for Doctoral Program of Higher Education of China(No.20060335 125).

 维普资讯 http://www.cqvip.com Vo1.21,No.2 Changshui Feng et a1.:Stochastic Optimal Control of Strongly Nonlinear Systems ・117 

equation for the bounded control of linear systems subject to external excitations of Gaussian white noise. In all these studies.the excitation of systern is assumed to be purely Gaussian white noise.Recently, the bang—bang control strategy has been developed to minimize the response of nonlinear oscillators subjected to non-white wide-band random excitations[22]based on the stochastic averaging method[23]. However.this control strategy has less control e币ciency and chattering. To improve the control performance,an optimal bounded control strategy for minimizing the response ofstrongly nonlinear oscillators under wide-band random excitation with actuator saturation is developed in the present paper.First.the motion equation of such a system is reduced to a partially averaged It5 equation using the stochastic averaging method.Then,the dynamical programming equation for the control problem of minimizing the response of the system is established.The optimal control law consisting of the optimal unbounded control and the bang—bang control is derived from the dynamical programming equation and the control constraint.By substituting the optimal control law into the partially averaged It6 equation and averaging the terms with optimal control force,the fully averaged It6 equation of the optimally controlled system is derived.Finally,the stationary probability density of the energy of the optimally controlled system is obtained by solving the reduced Fokker.-Planck.-Kolmogorov (FPK)equation associated with the fully averaged It6 equation.The effectiveness and efficiency of the proposed control strategy is then determined.And the effect of the proposed control strategy on the stability of the system under the purely parametric excitation is also investigated via evaluating the Lyapunov exponent of the averaged system.The new control strategy is illustrated with a Duffing—van der Pol oscillator under wide—band random excitation.It is shown that the proposed control strategy has high control effectiveness and efficiency and the chattering is reduced significantly comparing with the bang—bang control strategy.And the uncontrolled system under purely parametric excitations can be stabilized using the proposed control strategy.