Optimal bounded control of first-passage failure of strongly non-linear oscillators under combined harmonic and white-noise excitations

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	Optimal bounded control of first-passage failure of strongly non-linear oscillators under combined harmonic and white-noise excitations
	Zhu WQ(朱位秋); Wu YJ
刊名	Journal of Sound and Vibration
	2004
通讯作者邮箱	wqzhu@yahoo.com
卷号	271 期号:1-2 页码:83-101
关键词	Systems
ISSN号	0022-460X
通讯作者	Zhu, WQ (reprint author), Zhejiang Univ, Dept Mech, Hangzhou 310027, Peoples R China.
中文摘要	A procedure for designing the optimal bounded control of strongly non-linear oscillators under combined harmonic and white-noise excitations for minimizing their first-passage failure is proposed. First, a stochastic averaging method for strongly non-linear oscillators under combined harmonic and white-noise excitations using generalized harmonic functions is introduced. Then, the dynamical programming equations and their boundary and final time conditions for the control problems of maximizing reliability and of maximizing mean first-passage time are formulated from the averaged Ito equations by using the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraint. Finally, the conditional reliability function, the conditional probability density and mean of the first-passage time of the optimally controlled system are obtained from solving the backward Kolmogorov equation and Pontryagin equation. An example is given to illustrate the proposed procedure and the results obtained are verified by using those from digital simulation. (C) 2003 Elsevier Ltd. All rights reserved.
类目[WOS]	Acoustics ; Engineering, Mechanical ; Mechanics
研究领域[WOS]	Acoustics ; Engineering ; Mechanics
关键词[WOS]	SYSTEMS
收录类别	SCI
语种	英语
WOS记录号	WOS:000220030900006
公开日期	2009-08-03 ; 2010-06-13
内容类型	期刊论文
源URL	[http://dspace.imech.ac.cn/handle/311007/33815]
专题	力学研究所_力学所知识产出(1956-2008)
推荐引用方式 GB/T 7714	Zhu WQ,Wu YJ. Optimal bounded control of first-passage failure of strongly non-linear oscillators under combined harmonic and white-noise excitations[J]. Journal of Sound and Vibration,2004,271(1-2):83-101.
APA	朱位秋,&Wu YJ.(2004).Optimal bounded control of first-passage failure of strongly non-linear oscillators under combined harmonic and white-noise excitations.Journal of Sound and Vibration,271(1-2),83-101.
MLA	朱位秋,et al."Optimal bounded control of first-passage failure of strongly non-linear oscillators under combined harmonic and white-noise excitations".Journal of Sound and Vibration 271.1-2(2004):83-101.