文献类型：期刊文献

英文题名：First-passage failure minimization of stochastic Duffing-Rayleigh-Mathieu system

作者：Wu, Y. J.[1];Huan, R. H.[2]

机构：[1]E China Univ Sci & Technol, Sch Informat Sci & Engn, Inst Automat, Shanghai 200237, Peoples R China;[2]Zhejiang Univ, Coll Civil Engn & Architecture, Hangzhou 310027, Peoples R China

年份：2008

卷号：35

期号：7

起止页码：447

外文期刊名：MECHANICS RESEARCH COMMUNICATIONS

收录：;EI(收录号：20083111412358);WOS:【SCI-EXPANDED(收录号:WOS:000258742900003)】；

语种：英文

外文关键词：Duffing-Rayleigh-Mathieu system; colored noise; first-passage failure; stochastic averaging; dynamical programming; Monte Carlo simulation

摘要：Combing stochastic averaging method with dynamical programming principle, we propose a new stochastic optimal control strategy for minimizing first-passage failure of Duffing-Rayleigh-Mathieu system under wide-band colored noise excitations. The motion equation of the controlled system is reduced to homogeneous diffusion processes by stochastic averaging. The optimal control law is determined according to dynamical programming equation and the control constraint. The diffusion process method for first-passage problem is applied. It is shown that the reliability of the system can be improved remarkably by the proposed strategy. The validity of the proposed method is confirmed by Monte Carlo simulation. (C) 2008 Elsevier Ltd. All rights reserved.