Nonlinear stochastic optimal bounded control of hysteretic systems with actuator saturation

作者：Huan Rong hua; Zhu Wei qiu^*; Wu Yong jun

来源：Journal of Zhejiang University-Science A(Applied Physics & Engineering), 2008, 9(3): 351-357.

DOI：10.1631/jzus.A071275

• hysteretic system
• stochastic averaging
• optimal control
• dynamical programming
• actuator saturation

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 Ito 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 Ito equation. Numerical results show that the proposed control strategy has high control effectiveness and efficiency.

• 出版日期2008-3
• 单位华东理工大学; 浙江大学