Stochastic Dynamics and Control

A comprehensive and practical review of probability and stochastic processes for engineers

Jian-Qiao Sun (Author)

9780444522306, Elsevier Science

Hardback, published 10 August 2006

426 pages
22.9 x 15.1 x 2.7 cm, 0.83 kg

This book is a result of many years of author’s research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress processes are also presented. Classical feedback control, active damping, covariance control, optimal control, sliding control of stochastic systems, feedback control of stochastic time-delayed systems, and probability density tracking control are studied. Many control results are new in the literature and included in this book for the first time. The book serves as a reference to the engineers who design and maintain structures subject to harsh random excitations including earthquakes, sea waves, wind gusts, and aerodynamic forces, and would like to reduce the damages of structural systems due to random excitations.

Preface1. Introduction2. Probability Theory3. Stochastic Processes4. Spectral Analysis of Stochastic Processes5. Stochastic Calculus6. Fokker-Planck-Kologorov Equation7. Kolmogorov Backward Equation8. Random Vibration of SDOF Systems9. Random Vibration of MDOF Discrete Systems10. Random Vibration of Continuous Structures11. Structural Reliability12. Monte Carlo Simulation13. Elements of Feedback Controls14. Feedback Control of Stochastic Systems15. Concepts of Optimal Controls16. Stochastic Optimal Control with the GCM Method17. Sliding Mode Control18. Control of Stochastic Systems with Time Delay19. Probability Density Function ControlA. Matrix ComputationB. Laplace TransformationBibliographyIndex

Subject Areas: Mechanical engineering [TGB], Statistical physics [PHS], Stochastics [PBWL], Applied mathematics [PBW]