Nonlinear stochastic optimal control of Preisach hysteretic systems

Abstract

The nonlinear stochastic optimal control of Preisach hysteretic systems is studied, and the control procedure is illustrated with an example of the single-degree-of-freedom Preisach system. The Preisach hysteretic system subjected to a stochastic excitation is first replaced by an equivalent non-hysteretic nonlinear stochastic system with displacement-amplitude-dependent damping and stiffness, by using the generalized harmonic balance technique. Then, the relationship between the displacement amplitude and total system energy is established, and the equivalent damping and stiffness coefficients are expressed as functions of the system energy. The averaged Itô stochastic differential equation for the system energy as one-dimensional controlled diffusion process, is derived by using the stochastic averaging method of energy envelope. For the semi-infinite time-interval ergodic control, the dynamical programming equation is obtained based on the stochastic dynamical programming principle, and is solved to yield the optimal control force. Finally, the Fokker–Planck–Kolmogorov equation associated with the averaged Itô equation is established, and the stationary probability density of the system energy is obtained, from which the variances of the controlled system response and the optimal control force are predicted and the control efficacy is evaluated. Numerical results show that the proposed control strategy for Preisach hysteretic systems is very effective and efficient.