• Title/Summary/Keyword: Stochastic systems

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A Novel Concept on Stochastic Stability

  • Bong, Seo-Young;Park, Jae-Weon
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.95.1-95
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    • 2001
  • This paper is concerned with a novel S-stability (stochastic-stability) concept in linear time-invariant stochastic systems, where a stochastic mode in dynamics depends on both the external disturbance and the inner-parameter variations. This leads to an EAG (eigenstructure assignment gaussian) problem; that is, the problem of associating S-eigenvalues (stochastic-eigenvalues), S-eigenvectors (stochastic-eigenvectors), and their PDFs (probability density functions) with the stochastic information of the systems with the required stochastic specifications. These results explicitly characterize how S-eigenvalues, S-eigenvectors and their PDFs in the complex plane may impose S-stability on stochastic systems.

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A stochastic optimal time-delay control for nonlinear structural systems

  • Ying, Z.G.;Zhu, W.Q.
    • Structural Engineering and Mechanics
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    • v.31 no.5
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    • pp.621-624
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    • 2009
  • The time delay in active and semi-active controls is an important research subject. Many researches on the time-delay control for deterministic systems have been made (Hu and Wang 2002, Yang et al. 1990, Abdel-Mooty and Roorda 1991, Pu 1998, Cai and Huang 2002), while the study on that for stochastic systems is very limited. The effects of the time delay on the control of nonlinear systems under Gaussian white noise excitations have been studied by Bilello et al. (2002). The controlled linear systems with deterministic and random time delay subjected to Gaussian white noise excitations have been treated by Grigoriu (1997). Recently, a stochastic averaging method for quasi-integrable Hamiltonian systems with time delay has been proposed (Liu and Zhu 2007). In the present paper, a stochastic optimal time-delay control method for stochastically excited nonlinear structural systems is proposed based on the stochastic averaging method for quasi Hamiltonian systems with time delay and the stochastic dynamical programming principle. An example of stochastically excited and controlled hysteretic column is given to illustrate the proposed control method.

General Properties of Quantization Systems with a Stochastic Reference (Stochastic reference를 가진 량자화 시스템의 일반적인 성질)

  • 한선신
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.18 no.2
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    • pp.44-53
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    • 1981
  • This paper deals with two quantization systems with a stochastic refernce and gives the unified statical properties of the two systems. The conditions are derived for the invariance of the output quantized signal with respect to the imput signal for the two systems and it is shown that they are same. The correlation function by a polarity method using stochastic reference signals is show to be a special case of the general properties derived here. We have also shown that the classical stochastic computing is derived from the general properties of the first system and that L.G. roberts has used a special characteristic of the general properties of the second system in his image processing.

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Stochastic ordering of kanban systems with serial stages (칸반시스템의 추계적 비교)

  • 김성철
    • Korean Management Science Review
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    • v.11 no.1
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    • pp.107-115
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    • 1994
  • Stochastic manufacturing systems are generally formulated as performance models of discrete event systems. In this paper, logical models(as opposed to performance models) of kanban systems are presented which are deterministic and untimed but not stochastic and timed. As a result, the first and second order properties of kanban systems are showed which can be fruitfully applied to the analysis and design of kanban systems.

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Direct implementation of stochastic linearization for SDOF systems with general hysteresis

  • Dobson, S.;Noori, M.;Hou, Z.;Dimentberg, M.
    • Structural Engineering and Mechanics
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    • v.6 no.5
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    • pp.473-484
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    • 1998
  • The first and second moments of response variables for SDOF systems with hysteretic nonlinearity are obtained by a direct linearization procedure. This adaptation in the implementation of well-known statistical linearization methods, provides concise, model-independent linearization coefficients that are well-suited for numerical solution. The method may be applied to systems which incorporate any hysteresis model governed by a differential constitutive equation, and may be used for zero or non-zero mean random vibration. The implementation eliminates the effort of analytically deriving specific linearization coefficients for new hysteresis models. In doing so, the procedure of stochastic analysis is made independent from the task of physical modeling of hysteretic systems. In this study, systems with three different hysteresis models are analyzed under various zero and non-zero mean Gaussian White noise inputs. Results are shown to be in agreement with previous linearization studies and Monte Carlo Simulation.

Stochastic finite element analysis of structural systems with partially restrained connections subjected to seismic loads

  • Cavdar, Ozlem;Bayraktar, Alemdar;Cavdar, Ahmet;Kartal, Murat Emre
    • Steel and Composite Structures
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    • v.9 no.6
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    • pp.499-518
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    • 2009
  • The present paper investigates the stochastic seismic responses of steel structure systems with Partially Restrained (PR) connections by using Perturbation based Stochastic Finite Element (PSFEM) method. A stiffness matrix formulation of steel systems with PR connections and PSFEM and MCS formulations of structural systems are given. Based on the formulations, a computer program in FORTRAN language has been developed, and stochastic seismic analyses of steel frame and bridge systems have been performed for different types of connections. The connection parameters, material and geometrical properties are assumed to be random variables in the analyses. The Kocaeli earthquake occurred in 1999 is considered as a ground motion. The connection parameters, material and geometrical properties are considered to be random variables. The efficiency and accuracy of the proposed SFEM algorithm are validated by comparison with results of Monte Carlo simulation (MCS) method.

A semi-active stochastic optimal control strategy for nonlinear structural systems with MR dampers

  • Ying, Z.G.;Ni, Y.Q.;Ko, J.M.
    • Smart Structures and Systems
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    • v.5 no.1
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    • pp.69-79
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    • 2009
  • A non-clipped semi-active stochastic optimal control strategy for nonlinear structural systems with MR dampers is developed based on the stochastic averaging method and stochastic dynamical programming principle. A nonlinear stochastic control structure is first modeled as a semi-actively controlled, stochastically excited and dissipated Hamiltonian system. The control force of an MR damper is separated into passive and semi-active parts. The passive control force components, coupled in structural mode space, are incorporated in the drift coefficients by directly using the stochastic averaging method. Then the stochastic dynamical programming principle is applied to establish a dynamical programming equation, from which the semi-active optimal control law is determined and implementable by MR dampers without clipping in terms of the Bingham model. Under the condition on the control performance function given in section 3, the expressions of nonlinear and linear non-clipped semi-active optimal control force components are obtained as well as the non-clipped semi-active LQG control force, and thus the value function and semi-active nonlinear optimal control force are actually existent according to the developed strategy. An example of the controlled stochastic hysteretic column is given to illustrate the application and effectiveness of the developed semi-active optimal control strategy.

Perturbation Based Stochastic Finite Element Analysis of the Structural Systems with Composite Sections under Earthquake Forces

  • Cavdar, Ozlem;Bayraktar, Alemdar;Cavdar, Ahmet;Adanur, Suleyman
    • Steel and Composite Structures
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    • v.8 no.2
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    • pp.129-144
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    • 2008
  • This paper demonstrates an application of the perturbation based stochastic finite element method (SFEM) for predicting the performance of structural systems made of composite sections with random material properties. The composite member consists of materials in contact each of which can surround a finite number of inclusions. The perturbation based stochastic finite element analysis can provide probabilistic behavior of a structure, only the first two moments of random variables need to be known, and should therefore be suitable as an alternative to Monte Carlo simulation (MCS) for realizing structural analysis. A summary of stiffness matrix formulation of composite systems and perturbation based stochastic finite element dynamic analysis formulation of structural systems made of composite sections is given. Two numerical examples are presented to illustrate the method. During stochastic analysis, displacements and sectional forces of composite systems are obtained from perturbation and Monte Carlo methods by changing elastic modulus as random variable. The results imply that perturbation based SFEM method gives close results to MCS method and it can be used instead of MCS method, especially, if computational cost is taken into consideration.

CONTROLLABILITY OF STOCHASTIC VOLTERRA INTEGRODIFFERENTIAL SYSTEMS

  • Subramaniam, R.;Balachandran, K.
    • Journal of applied mathematics & informatics
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    • v.9 no.2
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    • pp.753-759
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    • 2002
  • In this paper, sufficient conditions for the controllability of stochastic integrodifferential systems in Banach spaces are established. The results are obtained by using a fixed point theorem. An example is provided to illustrate the theory.

A Study on a Stochastic Nonlinear System Control Using Neural Networks (신경회로망을 사용한 비선형 확률시스템 제어에 관한 연구)

  • Seok, Jin-Wuk;Choi, Kyung-Sam;Cho, Seong-Won;Lee, Jong-Soo
    • Journal of Institute of Control, Robotics and Systems
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    • v.6 no.3
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    • pp.263-272
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    • 2000
  • In this paper we give some geometric condition for a stochastic nonlinear system and we propose a control method for a stochastic nonlinear system using neural networks. Since a competitive learning neural networks has been developed based on the stochastcic approximation method it is regarded as a stochastic recursive filter algorithm. In addition we provide a filtering and control condition for a stochastic nonlinear system called the perfect filtering condition in a viewpoint of stochastic geometry. The stochastic nonlinear system satisfying the perfect filtering condition is decoupled with a deterministic part and purely semi martingale part. Hence the above system can be controlled by conventional control laws and various intelligent control laws. Computer simulation shows that the stochastic nonlinear system satisfying the perfect filtering condition is controllable and the proposed neural controller is more efficient than the conventional LQG controller and the canonical LQ-Neural controller.

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