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1.
On stochastic optimal control of partially observable nonlinear quasi Hamiltonian systems 总被引：1，自引：0，他引：1
INTRODUCTION Since many actual control systems such asthose in structural engineering are subjected torandom excitations and the system states are esti-mated from measurements with random noise,stochastic optimal control of partially observablesystems is a research subject of much significance.One basic approach to this problem is to convert itinto the stochastic optimal control of completelyobservable systems using separation theorem(Wonham, 1968; Fleming and Rishel, 1975; Ben-so… 相似文献
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A stochastic optimal control strategy for partially observable nonlinear quasi Hamiltonian systems is proposed.The optimal control forces consist of two parts. The first part is determined by the conditions under which the stochastic optimal control problem of a partially observable nonlinear system is converted into that of a completely observable linear system. The second part is determined by solving the dynamical programming equation derived by applying the stochastic averaging method and stochastic dynamical programming principle to the completely observable linear control system. The response of the optimally controlled quasi Hamiltonian system is predicted by solving the averaged Fokker-Planck-Kolmogorov equation associated with the optimally controlled completely observable linear system and solving the Riccati equation for the estimated error of system states. An example is given to illustrate the procedure and effectiveness of the proposed control strategy. 相似文献
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A minimax optimal control strategy for quasi-Hamiltonian systems with bounded parametric and/or external disturbances is proposed based on the stochastic averaging method and stochastic differential game. To conduct the system energy control, the partially averaged Ito stochastic differential equations for the energy processes are first derived by using the stochastic averaging method for quasi-Hamiltonian systems. Combining the above equations with an appropriate performance index, the proposed strategy is searching for an optimal worst-case controller by solving a stochastic differential game problem. The worst-case disturbances and the optimal controls are obtained by solving a Hamilton-Jacobi-Isaacs （HJI） equation. Numerical results for a controlled and stochastically excited DulTlng oscillator with uncertain disturbances exhibit the efficacy of the proposed control strategy. 相似文献
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We studied the response of harmonically and stochastically excited strongly nonlinear oscillators with delayed feedback bang-bang control using the stochastic averaging method. First, the time-delayed feedback bang-bang control force is expressed approximately in terms of the system state variables without time delay. Then the averaged It6 stochastic differential equations for the system are derived using the stochastic averaging method. Finally, the response of the system is obtained by solving the Fokker-Plank-Kolmogorov （FPK） equation associated with the averaged lt6 equations. A Duffing oscillator with time-delayed feedback bang-bang control under combined harmonic and white noise excitations is taken as an example to illus- trate the proposed method. The analytical results are confirmed by digital simulation. We found that the time delay in feedback bang-bang control will deteriorate the control effectiveness and cause bifurcation of stochastic jump of Duffing oscillator. 相似文献
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An approximate method for predicting the stationary response of stochastically excited nonlinear systems with continuous-time Markov jump is proposed. By using the stochastic averaging method, the original system is reduced to one governed by a 1D averaged Itô equation for the total energy with the Markov jump process as parameter. A Fokker-Planck- Kolmogorov (FPK) equation is then deduced, from which the approximate stationary probability density of the response of the original system is obtained for different jump rules. To illustrate the effectiveness of the proposed method, a stochastically excited Markov jump Duffing system is worked out in detail. 相似文献
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A passive control strategy with nonlinear observer is proposed, which can be used to control a class of chaotic dynamical systems to stabilize at different equilibrium points. If the nonlinear function of chaotic system satisfies Lipschitz condition, the nonlinear observer can observe the state variables of the chaotic systems. An important property of passive system is studied to control chaotic systems, that is passive system can be asymptotically stabilized by state feedback controller whose state variables are presented by nonlinear observer. Simulation results indicated that the proposed chaos control method is very effective in a class of chaotic systems. 相似文献
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We studied the feedback maximization of reliability of multi-degree-of-freedom （MDOF） quasi integrable-Hamiltonian systems under combined harmonic and white noise excitations. First, the partially averaged Ito equations are derived by using the stochastic averaging method for quasi integrable-Hamiltonian systems under combined harmonic and white noise excitations. Then, the dynamical programming equation and its boundary and final time conditions for the control problems of maximizing the reliability is established from the partially averaged equations by using the dynamical programming principle. The nonlinear stochastic optimal control for maximizing the reliability is determined from the dynamical programming equation and control constrains. The reliability function of optimally controlled systems is obtained by solving the final dynamical programming equation. Finally, the application of the proposed procedure and effectiveness of the control strategy are illustrated by using an example. 相似文献
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研究两种股票的最优投资及消费问题.首先给出了金融市场中的随机模型,利用公式,得到了与消费及投资策略有关的财富过程的随机微分方程,并建立了最优消费与投资问题的随机控制模型.在随机干扰源相互关联的情形下,运用动态规划方法,对一类特殊的效用函数情形,得到了最优投资组合及消费选择的显性解. 相似文献
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This paper presents an adaptive strategy for controlling chaotic systems. By employing the phase space reconstruction technique in nonlinear dynamical systems theory, the proposed strategy transforms the nonlinear system into canonical form, and employs a nonlinear observer to estimate the uncertainties and disturbances of the nonlinear system, and then establishes a state-error-like feedback law. The developed control scheme allows chaos control in spite of modeling errors and parametric variations. The effectiveness of the proposed approach has been demonstrated through its applications to two well-known chaotic systems: Duffing oscillator and Rössler chaos. 相似文献
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A rectangular thin plate vibration model subjected to inplane stochastic excitation is simplified to a quasinonintegrable Hamiltonian system with two degrees of freedom. Subsequently a one-dimensional Ito? stochastic differential equation for the system is obtained by applying the stochastic averaging method for quasi-nonintegrable Hamiltonian systems. The conditional reliability function and conditional probability density are both gained by solving the backward Kolmogorov equation numerically. Finally, a stochastic optimal control model is proposed and solved. The numerical results show the effectiveness of this method. 相似文献
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针对一类金融混沌系统,分析它的动力学性质,提出一种降维控制的策略,通过控制部分变量达到控制整个系统的目的,不仅可将金融系统由混沌状态控制到均衡点,而且,可将混沌状态控制到任意点,有效地降低了控制成本,为政府及时采取适当可行的经济政策和调整力度提供了一定的参考依据.这种方法也可以用来实现一般的金融混沌系统的均衡点控制 相似文献
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A stochastic averaging method for predicting the response of quasi partially integrable and non-resonant Hamiltonian systems to fractional Gaussian noise (fGn) with the Hurst index 1/2<H<1 is proposed. The averaged stochastic differential equations (SDEs) for the first integrals of the associated Hamiltonian system are derived. The dimension of averaged SDEs is less than that of the original system. The stationary probability density and statistics of the original system are obtained approximately from solving the averaged SDEs numerically. Two systems are worked out to illustrate the proposed stochastic averaging method. It is shown that the results obtained by using the proposed stochastic averaging method and those from digital simulation of original system agree well, and the computational time for the former results is less than that for the latter ones. 相似文献
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A new chaos control method is proposed to take advantage of chaos or avoid it. The hybrid Internal Model Control and Proportional Control learning scheme are introduced. In order to gain the desired robust performance and ensure the system's stability, Adaptive Momentum Algorithms are also developed. Through properly designing the neural network plant model and neural network controller, the chaotic dynamical systems are controlled while the parameters of the BP neural network are modified. Taking the Lorenz chaotic system as example, the results show that chaotic dynamical systems can be stabilized at the desired orbits by this control strategy. 相似文献
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INTRODUCTIONOneoftheoldestresearchesofchaosincon trolfieldscanbeseeninthepaperbyKalman(1956) ,whofirstfoundnon synchronousoscil lationsinatwo dimensionalsampled datacontrolsystem .IntheOGYmethoddevelopedbyOttetal.(1990 ) ,chaoticphenomenawaseliminatedbyadjustingparametersofthesystemswhenthechaoticorbitcomesnearaperiodicalorbit.ButtheOGY’smethodrequiresmonitoringthesys temlongenoughtodeterminealinearizationmodeintheneighborhoodofthedesiredunstableperiodicorbitbeforeitcanbeapplied .Besi… 相似文献
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本文研究变周期采样的网络控制系统模型的随机最优反馈控制。假设网络诱导延时服从某一个区间的均匀分布,设计一个依赖延时的状态反馈控制器,使得所建立的变周期采样的NCS模型指数均方稳定。利用动态规划思想结合Bellman方程通过优化所给定的性能指标,得到了随机最优反馈控制器设计方法,并通过仿真实例验证了本章提出方法的有效性。 相似文献
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文[6]中，我们对非线性混合整数规划的解法进行了探讨，利用罚函数把有约束非线性混合整数规划问题化为等价的无约束非线性混合整数规划问题，然后把离散整变量连续化，从而非线性混合整数规划化为与之等价的无约束非线性规划。本文弱化了文[6]中定理1的条件，并得到了相应的结论。 相似文献
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研究了保险公司在随机保费下索赔服从复合泊松过程的风险模型,通过投资市场上的两种证券,引用财富效用函数,建立了最优投资问题．并根据随机控制理论得到了最大化财富的HJB方程,通过求解模型,得到了公司风险资产的配置额,最后对风险资产的投资进行数值模拟． 相似文献
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张元元 《内江师范学院学报》2014,(6):7-11
Ginzburg-Landau方程应用于一些物理领域,如流体力学,波传播等.同时,作为一类抛物方程模型它在数学领域也受到关注.文章旨在研究3维空间中带非齐次Neumann边界条件的随机广义Ginzburg-Landau方程的渐近行为,通过证明方程产生的随机动力系统在空间H和空间V中存在吸收集,证明了该系统在空间H中随机吸引子的存在性. 相似文献
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赵磊 《黄山高等专科学校学报》2014,(3):21-23
利用模糊脉冲技术研究一类离散混沌系统的同步控制问题,建立离散混沌系统的离散T-S模糊动态模型,结合脉冲微分方程稳定理论,提出了一种新的离散混沌系统同步的模糊脉冲控制方法,把该方法应用到Henon映射系统中,仿真结果表明了该方法的有效性. 相似文献