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Robustness of non-linear stochastic optimal control for quasi-Hamiltonian systems with parametric uncertainty.
- Source :
- International Journal of Systems Science; Dec2009, Vol. 40 Issue 12, p1217-1227, 11p, 8 Charts
- Publication Year :
- 2009
-
Abstract
- The robustness of non-linear stochastic optimal control for quasi-Hamiltonian systems with uncertain parameters is studied. Based on the independence of uncertain parameters and stochastic excitations, the non-linear stochastic optimal control for the nominal quasi-Hamiltonian system with average-value parameters is first obtained by using the stochastic averaging method and stochastic dynamical programming principle. Then, the means and standard deviations of root-mean-square responses, control effectiveness and control efficiency for the uncertain quasi-Hamiltonian system are calculated by using the stochastic averaging method and the probabilistic analysis. By introducing the sensitivity of the variation coefficients of controlled root-mean-square responses, control effectiveness and control efficiency to those of uncertain parameters, the robustness of the non-linear stochastic optimal control is evaluated. Two examples are given to illustrate the proposed control procedure and its robustness. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00207721
- Volume :
- 40
- Issue :
- 12
- Database :
- Complementary Index
- Journal :
- International Journal of Systems Science
- Publication Type :
- Academic Journal
- Accession number :
- 49234242
- Full Text :
- https://doi.org/10.1080/00207720902989296