Applied Mechanics Commons^™

Stochastic Optimal Control In Nonlinear Systems, Celestin Nkundineza

Celestin Nkundineza

Stochastic control is an important area of research in engineering systems that undergo disturbances. Controlling individual states in such systems is critical. The present investigation is concerned with the application of the stochastic optimal control strategy developed by To (2010) and its implementation as well as providing computed results of linear and nonlinear systems under stationary and nonstationary random excitations. In the strategy the feedback matrix is designed based on the achievement of the objectives for individual states in the system through the application of the Lyapunov equation for the system. Each diagonal element in the gain or associated gain …