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ZJUS-A
Journal of Zhejiang University-SCIENCE A (Applied Physics & Engineering)  2009, Vol. 10 Issue (9): 1245-1251    DOI: 10.1631/jzus.A0820316
Mechanical and Mechanics Engineering     
Feedback maximization of reliability of MDOF quasi integrable-Hamiltonian systems under combined harmonic and white noise excitations
Lin-cong CHEN, Rong-hua HUAN, Wei-qiu ZHU
Department of Mechanics, State Key Laboratory of Fluid Power Transmission and Control, Zhejiang University, Hangzhou 310027, China
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Abstract  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 Itô 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.

Key words： Stochastic optimal control      Dynamical programming      Quasi integrable-Hamiltonian system      Stochastic averaging      Combined harmonic and white noise excitation      Reliability     
Received: 26 April 2008     
CLC:  O34  
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Lin-cong CHEN
Rong-hua HUAN
Wei-qiu ZHU
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Lin-cong CHEN, Rong-hua HUAN, Wei-qiu ZHU. Feedback maximization of reliability of MDOF quasi integrable-Hamiltonian systems under combined harmonic and white noise excitations. Journal of Zhejiang University-SCIENCE A (Applied Physics & Engineering), 2009, 10(9): 1245-1251.

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http://www.zjujournals.com/xueshu/zjus-a/10.1631/jzus.A0820316     OR     http://www.zjujournals.com/xueshu/zjus-a/Y2009/V10/I9/1245

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