Asymptotic Stability of Controlled Nonlinear Stochastic Systems Considering the Dynamics of Sensors and Actuators

2021 ◽  
pp. 2150180
Author(s):  
Jiaojiao Sun ◽  
Zuguang Ying ◽  
Ronghua Huan ◽  
Weiqiu Zhu
Keyword(s):  
Asymptotic Stability ◽  
Stochastic Systems ◽  
Stochastic Averaging ◽  
Stochastic Averaging Method ◽  
Stable Region ◽  
High Dimensional ◽  
Nonlinear Stochastic System ◽  
Dimensional System ◽  
Sensors And Actuators ◽  
Controlled System

A closed-loop controlled system usually consists of the main structure, sensors, and actuators. In this paper, asymptotic stability of trivial solutions of a controlled nonlinear stochastic system considering the dynamics of sensors and actuators is investigated. Considering the inherent and intentional nonlinearities and random loadings, the coupled dynamic equations of the controlled system with sensors and actuators are given, which are further formulated by a controlled, randomly excited, dissipated Hamiltonian system. The Hamiltonian of the controlled system is introduced, and, based on the stochastic averaging method, the original high-dimensional system is reduced to a one-dimensional averaged system. The analytical expression of Lyapunov exponent of the averaged system is derived, which gives the approximately necessary and sufficient condition of the asymptotic stability of trivial solutions of the original high-dimensional system. The validation of the proposed method is demonstrated by a four-degree-of-freedom controlled system under pure stochastically parametric excitations in detail. A comparative analysis, which is related to the stochastic asymptotic stability of the system with and without considering the dynamics of sensors and actuators, is carried out to investigate the effect of their dynamics on the motion of the controlled system. Results show that ignoring the dynamics of sensors and actuators will get a shrink stable region of the controlled system.

scholarly journals Probability-Weighted Optimal Control for Nonlinear Stochastic Vibrating Systems with Random Time Delay

2018 ◽  
Vol 2018 ◽  
pp. 1-8
Author(s):  
R. C. Hu ◽  
Q. F. Lü ◽  
X. F. Wang ◽  
Z. G. Ying ◽  
R. H. Huan
Keyword(s):  
Optimal Control ◽  
Time Delay ◽  
Stochastic Averaging ◽  
Stochastic Averaging Method ◽  
Random Time ◽  
Nonlinear Stochastic System ◽  
Control Force ◽  
Markov Jump ◽  
Optimal Control Strategy ◽  
Vibrating Systems

A probability-weighted optimal control strategy for nonlinear stochastic vibrating systems with random time delay is proposed. First, by modeling the random delay as a finite state Markov process, the optimal control problem is converted into the one of Markov jump systems with finite mode. Then, upon limiting averaging principle, the optimal control force is approximately expressed as probability-weighted summation of the control force associated with different modes of the system. Then, by using the stochastic averaging method and the dynamical programming principle, the control force for each mode can be readily obtained. To illustrate the effectiveness of the proposed control, the stochastic optimal control of a two degree-of-freedom nonlinear stochastic system with random time delay is worked out as an example.

scholarly journals Asymptotic Stability of Delay-Controlled Nonlinear Stochastic Systems with Actuator Failures

2017 ◽  
Vol 2017 ◽  
pp. 1-8 ◽  
Author(s):  
N. Zhou ◽  
R. H. Huan
Keyword(s):  
Time Delay ◽  
Asymptotic Stability ◽  
Stochastic Systems ◽  
Sufficient Conditions ◽  
Original System ◽  
Stochastic Averaging ◽  
Largest Lyapunov Exponent ◽  
Control Force ◽  
Nonlinear Stochastic Systems ◽  
Actuator Failures

The problem of asymptotic stability of delay-controlled nonlinear stochastic systems with actuator failures is investigated in this paper. Such a system is formulated as a continuous-discrete hybrid system based on the random switch model of failure-prone actuator. Time delay control force is converted into delay-free one by randomly periodic characteristic of the system. Using limit theorem and stochastic averaging, an approximate formula for the largest Lyapunov exponent of the original system is then derived, from which necessary and sufficient conditions for asymptotic stability are obtained. The validity and utility of the proposed procedure are demonstrated by using a stochastically driven nonlinear two-degree system with time delay feedback and actuator failure.

Lyapunov Exponents and Stochastic Stability of Quasi-Integrable-Hamiltonian Systems

1999 ◽  
Vol 66 (1) ◽  
pp. 211-217 ◽  
Author(s):  
W. Q. Zhu ◽  
Z. L. Huang
Keyword(s):  
Hamiltonian Systems ◽  
Stochastic Stability ◽  
Degrees Of Freedom ◽  
Stochastic Systems ◽  
Stochastic Averaging ◽  
Stochastic Averaging Method ◽  
Largest Lyapunov Exponent ◽  
Integrable Hamiltonian Systems ◽  
Averaged Equations ◽  
Bifurcation Phenomena

The averaged equations of integrable and nonresonant Hamiltonian systems of multi-degree-of-freedom subject to light damping and real noise excitations of small intensities are first derived. Then, the expression for the largest Lyapunov exponent of the square root of the Hamiltonian is formulated by generalizing the well-known procedure due to Khasminskii to the averaged equations, from which the stochastic stability and bifurcation phenomena of the original systems can be determined approximately. Linear and nonlinear stochastic systems of two degrees-of-freedom are investigated to illustrate the application of the proposed combination approach of the stochastic averaging method for quasi-integrable Hamiltonian systems and Khasminskii’s procedure.

Reliability of nonlinear stochastic controlled systems considering the dynamics of sensors and actuators

2021 ◽  
pp. 107754632110037
Author(s):  
Sun Jiaojiao ◽  
Xia Lei ◽  
Ying Zuguang ◽  
Huan Ronghua ◽  
Zhu Weiqiu
Keyword(s):  
Closed Loop ◽  
First Passage Time ◽  
Hamiltonian Function ◽  
Small Time ◽  
Kolmogorov Equation ◽  
Sensors And Actuators ◽  
First Passage ◽  
Controlled System ◽  
Main Structure ◽  
Controlled Systems

A closed-loop controlled system usually consists of the main structure, sensors, and actuators. The dynamics of sensors and actuators may influence the motion of the main structure. This article presents an analytical study on the first-passage reliability of a nonlinear stochastic controlled system under the consideration of the dynamics of sensors and actuators. The coupled dynamic equations of the controlled systems with sensors and actuators are first given, which are further integrated into a controlled, randomly excited, dissipated Hamiltonian system. By applying the stochastic averaging method for quasi-Hamiltonian systems, a one-dimensional averaged differential equation for the Hamiltonian function is obtained. The backward Kolmogorov equation associated with the averaged equation is then derived for the first-passage reliability analysis, from which the approximate reliability function and probability density of first-passage time are obtained. The accuracy of the proposed procedure is demonstrated by an example. A comparative analysis of the reliability of the system with/without sensors and actuators is carried out, which indicates that ignoring sensors and actuators will make underestimation of the reliability of the closed-loop system with small time. However, when time increases, there appears the opposite trend. Our findings provide a reference for control strategy design.

Stochastic Response of SDOF Self-Centering System

2020 ◽  
Vol 20 (05) ◽  
pp. 2050062
Author(s):  
Huiying Hu ◽  
Lincong Chen
Keyword(s):  
Stochastic Averaging ◽  
Nonlinear Stochastic System ◽  
Amplitude Envelope ◽  
Stochastic Response ◽  
Equivalent Damping ◽  
Yield Displacement ◽  
Seismic Loadings ◽  
New Type ◽  
Stationary Probability Density Function ◽  
Energy Dissipation Coefficient

As a new type of seismic resisting device, the self-centering system is attractive due to its excellent re-centering capability, but research on such a system under random seismic loadings is quite limited. In this paper, the stochastic response of a single-degree-of-freedom (SDOF) self-centering system driven by a white noise process is investigated. For this purpose, the original self-centering system is first approximated by an auxiliary nonlinear system, in which the equivalent damping and stiffness coefficients related to the amplitude envelope of the response are determined by a harmonic balance procedure. Subsequently, by the method of stochastic averaging, the amplitude envelope of the response of the equivalent nonlinear stochastic system is approximated by a Markovian process. The associated Fokker–Plank–Kolmogorov (FPK) equation is used to derive the stationary probability density function (PDF) of the amplitude envelope in a closed form. The effects of energy dissipation coefficient and yield displacement on the response of system are examined using the stationary PDF solution. Moreover, Monte Carlo simulations (MCS) are used for ascertaining the accuracy of the analytical solutions.

scholarly journals Almost sure asymptotic stability analysis of the θ-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations

2012 ◽  
Vol 15 ◽  
pp. 71-83 ◽  
Author(s):  
Gregory Berkolaiko ◽  
Evelyn Buckwar ◽  
Cónall Kelly ◽  
Alexandra Rodkina
Keyword(s):  
Stability Analysis ◽  
Asymptotic Stability ◽  
Linear Stability ◽  
Linear Stability Analysis ◽  
Equilibrium Solution ◽  
Test System ◽  
Dimensional System ◽  
Step Size ◽  
Stochastic Perturbations ◽  
Stability And Instability

AbstractWe perform an almost sure linear stability analysis of the θ-Maruyama method, selecting as our test equation a two-dimensional system of Itô differential equations with diagonal drift coefficient and two independent stochastic perturbations which capture the stabilising and destabilising roles of feedback geometry in the almost sure asymptotic stability of the equilibrium solution. For small values of the constant step-size parameter, we derive close-to-sharp conditions for the almost sure asymptotic stability and instability of the equilibrium solution of the discretisation that match those of the original test system. Our investigation demonstrates the use of a discrete form of the Itô formula in the context of an almost sure linear stability analysis.

scholarly journals Vibrations of an Elastic Beam Subjected by Two Kinds of Moving Loads and Positioned on a Foundation having Fractional Order Viscoelastic Physical Properties

2021 ◽  
Author(s):  
Lionel Merveil Anague Tabejieu ◽  
Blaise Roméo Nana Nbendjo ◽  
Giovanni Filatrella
Keyword(s):  
Physical Properties ◽  
Fractional Order ◽  
Elastic Beam ◽  
Stochastic Averaging ◽  
Stochastic Averaging Method ◽  
Moderate Increase ◽  
Moving Loads ◽  
Resonant Amplitude ◽  
Wind Turbulence ◽  
And Shifts

The present chapter investigates both the effects of moving loads and of stochastic wind on the steady-state vibration of a first mode Rayleigh elastic beam. The beam is assumed to lay on foundations (bearings) that are characterized by fractional-order viscoelastic material. The viscoelastic property of the foundation is modeled using the constitutive equation of Kelvin-Voigt type, which contain fractional derivatives of real order. Based to the stochastic averaging method, an analytical explanation on the effects of the viscoelastic physical properties and number of the bearings, additive and parametric wind turbulence on the beam oscillations is provided. In particular, it is found that as the number of bearings increase, the resonant amplitude of the beam decreases and shifts towards larger frequency values. The results also indicate that as the order of the fractional derivative increases, the amplitude response decreases. We are also demonstrated that a moderate increase of the additive and parametric wind turbulence contributes to decrease the chance for the beam to reach the resonance. The remarkable agreement between the analytical and numerical results is also presented in this chapter.

An improved energy envelope stochastic averaging method and its application to a nonlinear oscillator

2016 ◽  
Vol 23 (1) ◽  
pp. 119-130 ◽  
Author(s):  
Yaping Zhao
Keyword(s):  
Steady State ◽  
Probability Density Function ◽  
Probability Density ◽  
Averaging Method ◽  
Stochastic Averaging ◽  
Stochastic Averaging Method ◽  
System Response ◽  
Mean Square ◽  
Fpk Equation ◽  
The Mean

An improved stochastic averaging method of the energy envelope is proposed, whose application sphere is extensive and whose implementation is convenient. An oscillating system with both nonlinear damping and stiffness is taken into account. Its averaged Fokker-Planck-Kolmogorov (FPK) equation in respect of the transition probability density function of the energy envelope is deduced by virtue of the method mentioned above. Under the initial and boundary conditions, the joint probability density function as to the displacement and velocity of the system is worked out in closed form after solving the averaged FPK equation by right of a technique based on the integral transformation. With the aid of the special functions, the transient solutions of the probabilistic characteristics of the system response are further derived analytically, including the probability density functions and the mean square values. A simple approach to generate the ideal white noise is drastically ameliorated in order to produce the stationary wide-band stochastic external excitation for the Monte Carlo simulating investigation of the nonlinear system. Both the theoretical solution and the numerical solution of the probabilistic properties of the system response are obtained, which are extremely coincident with each other. The numerical simulation and the theoretical computation all show that the time factor has a certain influence on the probability characteristics of the response. For example, the probabilistic distribution of the displacement tends to be scattered and the mean square displacement trends toward its steady-state value as time goes by. Of course the transient process to reach the steady-state value will obviously be shorter if the damping of the system is greater.

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