Asymptotic Lyapunov stability with probability one of quasi linear systems subject to multi-time-delayed feedback control and wide-band parametric random excitation
The asymptotic Lyapunov stability with probability one of multi-degree-of-freedom quasi linear systems subject to multi-time-delayed feedback control and multiplicative (parametric) excitation of wide-band random process is studied. First, the multi-time-delayed feedback control forces are expressed...
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Published in | Archive of applied mechanics (1991) Vol. 79; no. 11; pp. 1051 - 1061 |
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Abstract | The asymptotic Lyapunov stability with probability one of multi-degree-of-freedom quasi linear systems subject to multi-time-delayed feedback control and multiplicative (parametric) excitation of wide-band random process is studied. First, the multi-time-delayed feedback control forces are expressed approximately in terms of the system state variables without time delay and the system is converted into ordinary quasi linear system. Then, the averaged Itô stochastic differential equations are derived by using the stochastic averaging method for quasi linear systems and the expression for the largest Lyapunov exponent of the linearized averaged Itô equations is derived. Finally, the necessary and sufficient condition for the asymptotic Lyapunov stability with probability one of the trivial solution of the original system is obtained approximately by letting the largest Lyapunov exponent to be negative. An example is worked out in detail to illustrate the application and validity of the proposed procedure and to show the effect of the time delay in feedback control on the largest Lyapunov exponent and the stability of system. |
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AbstractList | The asymptotic Lyapunov stability with probability one of multi-degree-of-freedom quasi linear systems subject to multi-time-delayed feedback control and multiplicative (parametric) excitation of wide-band random process is studied. First, the multi-time-delayed feedback control forces are expressed approximately in terms of the system state variables without time delay and the system is converted into ordinary quasi linear system. Then, the averaged Ito stochastic differential equations are derived by using the stochastic averaging method for quasi linear systems and the expression for the largest Lyapunov exponent of the linearized averaged Ito equations is derived. Finally, the necessary and sufficient condition for the asymptotic Lyapunov stability with probability one of the trivial solution of the original system is obtained approximately by letting the largest Lyapunov exponent to be negative. An example is worked out in detail to illustrate the application and validity of the proposed procedure and to show the effect of the time delay in feedback control on the largest Lyapunov exponent and the stability of system. The asymptotic Lyapunov stability with probability one of multi-degree-of-freedom quasi linear systems subject to multi-time-delayed feedback control and multiplicative (parametric) excitation of wide-band random process is studied. First, the multi-time-delayed feedback control forces are expressed approximately in terms of the system state variables without time delay and the system is converted into ordinary quasi linear system. Then, the averaged Itô stochastic differential equations are derived by using the stochastic averaging method for quasi linear systems and the expression for the largest Lyapunov exponent of the linearized averaged Itô equations is derived. Finally, the necessary and sufficient condition for the asymptotic Lyapunov stability with probability one of the trivial solution of the original system is obtained approximately by letting the largest Lyapunov exponent to be negative. An example is worked out in detail to illustrate the application and validity of the proposed procedure and to show the effect of the time delay in feedback control on the largest Lyapunov exponent and the stability of system. |
Author | Huan, Rong Hua Zhu, Wei Qiu Li, Xue Ping Liu, Zhong Hua |
Author_xml | – sequence: 1 givenname: Xue Ping surname: Li fullname: Li, Xue Ping email: 10408001@zju.edu.cn organization: School of Civil Engineering and Transportation, South China University of Technology – sequence: 2 givenname: Zhong Hua surname: Liu fullname: Liu, Zhong Hua organization: Department of Civil Engineering, Xiamen University – sequence: 3 givenname: Rong Hua surname: Huan fullname: Huan, Rong Hua organization: College of Civil Engineering and Architecture, Zhejiang University – sequence: 4 givenname: Wei Qiu surname: Zhu fullname: Zhu, Wei Qiu organization: Department of Mechanics, School of Aeronautics and Astronautics, Zhejiang University |
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Keywords | Stochastic averaging Wide-band random excitation Multi-time-delayed feedback Lyapunov exponent |
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References_xml | – reference: GrigoriuM.Control of time delay linear systems with Gaussian white noiseProbab. Eng. Mech.19971228910.1016/S0266-8920(96)00028-8 – reference: RobersJ.B.SpanosP.D.Stochastic averaging: an approximate method of solving random vibration problemsInt. J. Non-linear Mech.19862111113410.1016/0020-7462(86)90025-9 – reference: FofanaM.S.Asymptotic stability of a stochastic delay equationProbab. Eng. Mech.20021738510.1016/S0266-8920(02)00035-8 – reference: AgrawalA.K.YangJ.N.Effect of fixed time delay on stability and performance of actively controlled civil engineering structuresEarthq. Eng. Struct. Dyn.199726116910.1002/(SICI)1096-9845(199711)26:11<1169::AID-EQE702>3.0.CO;2-S – reference: PuJ.P.Time delay compensation in active control of structuresASCE J. Eng. Mech.19981249101810.1061/(ASCE)0733-9399(1998)124:9(1018)1667186 – reference: ZhuW.Q.Stochastic averaging methods in random vibrationASME Appl. Mech. Rev.19884118910.1115/1.3151891 – reference: HuH.Y.WangZ.H.Dynamics of Controlled Mechanical Systems with Delayed Feedback2002BerlinSpringer1035.93002 – reference: LiuZ.H.ZhuW.Q.Stochastic Hopf bifurcation of quasi-integrable Hamiltonian systems with time-delayed feedback controlJ. Theor. Appl. Mech.2008463531 – reference: ZhuW.Q.HuangZ.L.Lyapunov exponents and stochastic stability of quasi-integrable Hamiltonian systemsASME J. Appl. Mech.1999662111690120 – reference: Malek-ZavareiM.JamshidiM.Time-Delay Systems: Analysis, Optimization and Applications1987Now YorkNorth-Holland0658.93001 – reference: KhasminskiiR.Z.On the averaging principle for Itô stochastic differential equationsKybernetika196843260260052(in Russian) – reference: KhasminskiiR.Z.Sufficient and necessary conditions of almost sure asymptotic stability of a linear stochastic systemTheory Probab. Appl.19671139010.1137/1111038 – reference: StepanG.Retarded dynamical systems: stability and characteristic functions1989EssexLongman Scientific and Technical0686.34044 – reference: Li, X.P., Liu, Z.H., Zhu, W.Q.: Stochastic averaging of quasi linear systems subject to multi- time-delayed feedback control and wide-band random excitation. J. Vib. Control (2007) (in press) – reference: KuoB.C.Automatic Control Systems1987Englewood CliffsPrentice-Hall – reference: OseledecV.I.A multiplicative ergodic theorem, Lyapunov characteristic numbers for dynamical systemsTrans. Moscow Math. Soc.196819197240280 – reference: ZhuW.Q.HuangZ.L.YangY.Q.Stochastic averaging of quasi integrable Hamiltonian systemsASME J. Appl. Mech.1997649750918.70009160585010.1115/1.2789009 – reference: StratonovichR.L.Topics in the Theory of Random Noise, vol. 21967New YorkGordon and breach – volume-title: Dynamics of Controlled Mechanical Systems with Delayed Feedback year: 2002 ident: 273_CR6 doi: 10.1007/978-3-662-05030-9 – volume: 17 start-page: 385 year: 2002 ident: 273_CR8 publication-title: Probab. Eng. Mech. doi: 10.1016/S0266-8920(02)00035-8 – volume: 21 start-page: 111 year: 1986 ident: 273_CR14 publication-title: Int. J. Non-linear Mech. doi: 10.1016/0020-7462(86)90025-9 – volume: 124 start-page: 1018 issue: 9 year: 1998 ident: 273_CR5 publication-title: ASCE J. Eng. Mech. doi: 10.1061/(ASCE)0733-9399(1998)124:9(1018) – volume: 26 start-page: 1169 year: 1997 ident: 273_CR4 publication-title: Earthq. Eng. Struct. Dyn. doi: 10.1002/(SICI)1096-9845(199711)26:11<1169::AID-EQE702>3.0.CO;2-S – volume-title: Automatic Control Systems year: 1987 ident: 273_CR1 – volume-title: Time-Delay Systems: Analysis, Optimization and Applications year: 1987 ident: 273_CR2 – volume: 19 start-page: 197 year: 1968 ident: 273_CR17 publication-title: Trans. Moscow Math. Soc. – ident: 273_CR12 – volume: 64 start-page: 975 year: 1997 ident: 273_CR10 publication-title: ASME J. Appl. Mech. doi: 10.1115/1.2789009 – volume: 4 start-page: 260 issue: 3 year: 1968 ident: 273_CR18 publication-title: Kybernetika – volume-title: Topics in the Theory of Random Noise, vol. 2 year: 1967 ident: 273_CR13 – volume: 12 start-page: 89 issue: 2 year: 1997 ident: 273_CR7 publication-title: Probab. Eng. Mech. doi: 10.1016/S0266-8920(96)00028-8 – volume: 46 start-page: 531 issue: 3 year: 2008 ident: 273_CR9 publication-title: J. Theor. Appl. Mech. – volume-title: Retarded dynamical systems: stability and characteristic functions year: 1989 ident: 273_CR3 – volume: 11 start-page: 390 year: 1967 ident: 273_CR16 publication-title: Theory Probab. Appl. doi: 10.1137/1111038 – volume: 41 start-page: 189 year: 1988 ident: 273_CR15 publication-title: ASME Appl. Mech. Rev. doi: 10.1115/1.3151891 – volume: 66 start-page: 211 year: 1999 ident: 273_CR11 publication-title: ASME J. Appl. Mech. doi: 10.1115/1.2789148 |
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SubjectTerms | Asymptotic properties Classical Mechanics Engineering Feedback control Linear systems Lyapunov exponents Mathematical analysis Original Stability Stochasticity Theoretical and Applied Mechanics Time delay |
Title | Asymptotic Lyapunov stability with probability one of quasi linear systems subject to multi-time-delayed feedback control and wide-band parametric random excitation |
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