Nonlinear stochastic optimal bounded control of hysteretic systems with actuator saturation

作     者：Rong-hua HUAN Wei-qiu ZHU Yong-jun WU 

作者机构：Department of Mechanics State Key Laboratory of Fluid Power Transmission and Control Zhejiang University Hangzhou 310027 China College of Information Science and Engineering East China University of Science and Technology Shanghai 200237 China 

出 版 物：《Journal of Zhejiang University-Science A(Applied Physics & Engineering)》 (浙江大学学报（英文版）A辑（应用物理与工程）)

年 卷 期：2008年第9卷第3期

页      面：351-357页

核心收录：

学科分类：08[工学] 

基　　金：the National Natural Science Foundation of China (Nos. 10332030 and 10772159) the Research Fund for Doctoral Program of Higher Education of China (No. 20060335125) the Foundation of ECUST (East China University of Science and Tech-nology) for Outstanding Young Teachers (No. YH0157105), China 

主　　题：Hysteretic system Stochastic averaging Optimal control Dynamical programming Actuator saturation 

摘      要：A modified nonlinear stochastic optimal bounded control strategy for random excited hysteretic systems with actuator saturation is proposed. First, a controlled hysteretic system is converted into an equivalent nonlinear nonhysteretic stochastic system. Then, the partially averaged Itoe stochastic differential equation and dynamical programming equation are established, respectively, by using the stochastic averaging method for quasi non-integrable Hamiltonian systems and stochastic dynamical programming principle, from which the optimal control law consisting of optimal unbounded control and bang-bang control is derived. Finally, the response of optimally controlled system is predicted by solving the Fokker-Planck-Kolmogorov （FPK） equation associated with the fully averaged Itoe equation. Numerical results show that the proposed control strategy has high control effectiveness and efficiency.