Feedback maximization of reliability of MDOF quasi integrable-Hamiltonian systems under combined harmonic and white noise excitations

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.     

Optimization of time-delayed feedback control of seismically excited building structures

An optimization method for time-delayed feedback control of partially observable linear building structures subjected to seismic excitation is proposed. A time-delayed control problem of partially observable linear building structure under horizontal ground acceleration excitation is formulated and converted into that of completely observable linear structure by using separation principle. The time-delayed control forces are approximately expressed in terms of control forces without time delay. The control system is then governed by Itoe stochastic differential equations for the conditional means of system states and then transformed into those for the conditional means of modal energies by using the stochastic averaging method for quasi-Hamiltonian systems. The control law is assumed to be modal velocity feedback control with time delay and the unknown control gains are determined by the modal performance indices. A three-storey building structure is taken as example to illustrate the proposal method and the numerical results are confirmed by using Monte Carlo simulation.     

On stochastic optimal control of partially observable nonlinear quasi Hamiltonian systems

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…     

On stochastic optimal control of partially observable nonlinear quasi Hamiltonian systems

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.