一种基于随机平均的最优时滞控制方法

AN OPTIMAL TIME-DELAY CONTROL METHOD BASED ON THE STOCHASTIC AVERAGING

基于时滞系统的随机平均法与随机动态规划原理,提出一种非线性系统的随机最优时滞控制方法.先应用时滞随机平均法,将非线性系统的随机最优时滞控制问题变换成非时滞的最优控制问题;再根据随机动态规划原理,建立其动态规划方程;由此确定最优时滞控制律;最后,通过一个例子说明该时滞控制方法的控制效果.

A stochastic optimal time-delay control method for stochastically excited nonlinear systems was pro- posed based on the stochastic averaging method for time-delay systems and the stochastic dynamical programming principle. The stochastic optimal time-delay control problem of nonlinear systems was converted into another non- time-delay optimal control problem by using the stochastic averaging method for time-delay systems. The dynami- cal programming equation for the converted control problem was established based on the stochastic dynamical programming principle. The optimal control law was obtained from this equation, and the optimal active time-de- lay control law was obtained by the transformation of the present and past system states. The optimal semi-active time-delay control law was also obtained according to the Bingham model of MR dampers. An example of stochastically excited and controlled hysteretic column was given to illustrate the application and effectiveness of the pro- posed stochastic optimal time-delay control method.