【作者】 应祖光； 王永； 朱位秋；

【Author】 Z.G.Ying,Y.Wang,W.Q.Zhu Zhejiang University

【机构】 浙江大学力学系；

【摘要】 基于系统参数不确定性与激励随机性相互的独立性,先对具有平均参数的名义系统,应用随机平均法与随机动态规划原理得到拟哈密顿系统的非线性随机最优控制律,然后根据受控系统不确定参数的概率特征,用随机平均法与概率分析估算系统均方响应与均方控制力的均值和标准差,以及平均控制效果与控制效率,进而评价拟哈密顿系统非线性随机最优控制的鲁棒性。更多还原

【Abstract】 Based on the independence of parametric uncertainty and stochastic excitations,the nonlinear stochastic optimal control law for the nominal quasi-Hamiltonian systems with average parameters is obtained firstly by using the stochastic averaging method and stochastic dynamical programming principle.Then,for stochastic uncertain systems,the means and standard deviations of the mean-square responses and mean-square control force are calculated by using the stochastic averaging method and the probabilistic analysis,and the average control effectiveness and control efficiency are estimated.Finally,the robustness of the nonlinear stochastic optimal control is evaluated based on the numerical results for an example.更多还原