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首页> 外文期刊>Mathematical Problems in Engineering: Theory, Methods and Applications >Optimal Bounded Control for Stationary Response of Strongly Nonlinear Oscillators under Combined Harmonic and Wide-Band Noise Excitations
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Optimal Bounded Control for Stationary Response of Strongly Nonlinear Oscillators under Combined Harmonic and Wide-Band Noise Excitations

机译:谐波和宽带噪声激励作用下强非线性振荡器平稳响应的最优有界控制

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We study the stochastic optimal bounded control for minimizing the stationary response of strongly nonlinear oscillators under combined harmonic and wide-band noise excitations. The stochastic averaging method and the dynamical programming principle are combined to obtain the fully averaged Itô stochastic differential equations which describe the original controlled strongly nonlinear system approximately. The stationary joint probability density of the amplitude and phase difference of the optimally controlled systems is obtained from solving the corresponding reduced Fokker-Planck-Kolmogorov (FPK) equation. An example is given to illustrate the proposed procedure, and the theoretical results are verified by Monte Carlo simulation.
机译:我们研究随机最优有界控制,以使谐波和宽带噪声激励下的强非线性振荡器的平稳响应最小。将随机平均方法和动态规划原理相结合,以获得完全平均的Itô随机微分方程,该方程近似描述了原始受控强非线性系统。通过求解相应的简化Fokker-Planck-Kolmogorov(FPK)方程,可以获得最优控制系统的幅值和相位差的平稳联合概率密度。给出了一个实例来说明所提出的过程,并通过蒙特卡洛仿真验证了理论结果。

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