Search results for "Linear system"
showing 10 items of 1558 documents
Approximate solution of the Fokker-Planck-Kolmogorov equation
2002
The aim of this paper is to present a thorough investigation of approximate techniques for estimating the stationary and non-stationary probability density function (PDF) of the response of nonlinear systems subjected to (additive and/or multiplicative) Gaussian white noise excitations. Attention is focused on the general scheme of weighted residuals for the approximate solution of the Fokker-Planck-Kolmogorov (FPK) equation. It is shown that the main drawbacks of closure schemes, such as negative values of the PDF in some regions, may be overcome by rewriting the FPK equation in terms of log-probability density function (log-PDF). The criteria for selecting the set of weighting functions i…
Direct evaluation of jumps for nonlinear systems under external and multiplicative impulses
2015
In this paper the problem of the response evaluation of nonlinear systems under multiplicative impulsive input is treated. Such systems exhibit a jump at each impulse occurrence, whose value cannot be predicted through the classical differential calculus. In this context here the correct jump evaluation of nonlinear systems is obtained in closed form for two general classes of nonlinear multiplicative functions. Analysis has been performed to show the different typical behaviors of the response, which in some cases could diverge or converge to zero instantaneously, depending on the amplitude of the Dirac's delta.
Higher order statistics of the response of linear systems excited by polynomials of filtered Poisson pulses
1999
The higher order statistics of the response of linear systems excited by polynomials of filtered Poisson pulses are evaluated by means of knowledge of the first order statistics and without any further integration. This is made possible by a coordinate transformation which replaces the original system by a quasi-linear one with parametric Poisson delta-correlated input; and, for these systems, a simple relationship between first order and higher order statistics is found in which the transition matrix of the dynamical new system, incremented by the correction terms necessary to apply the Ito calculus, appears.
An Efficient Wiener Path Integral Technique Formulation for Stochastic Response Determination of Nonlinear MDOF Systems
2015
The recently developed approximate Wiener path integral (WPI) technique for determining the stochastic response of nonlinear/hysteretic multi-degree-of-freedom (MDOF) systems has proven to be reliable and significantly more efficient than a Monte Carlo simulation (MCS) treatment of the problem for low-dimensional systems. Nevertheless, the standard implementation of the WPI technique can be computationally cumbersome for relatively high-dimensional MDOF systems. In this paper, a novel WPI technique formulation/implementation is developed by combining the “localization” capabilities of the WPI solution framework with an appropriately chosen expansion for approximating the system response PDF…
Cascade Controller Including Backstepping for Hydraulic-Mechanical Systems
2012
Abstract Development of a cascade controller structure including adaptive backstepping for a nonlinear hydraulic-mechanical system is considered in this paper where a dynamic friction (LuGre) model is included to obtain the necessary accuracy. The paper compares the performance of two variants of an adaptive backstepping tracking controller with earlier results. The new control architecture is analysed and enhanced tracking performance is demonstrated when including the extended friction model. The complexity of the backstepping procedure is significantly reduced due to the cascade structure. Hence, the proposed control structure is better suited to real-time implementation.
Fault Diagnosis for Nonlinear Hydraulic-Mechanical Drilling Pipe Handling System
2011
Leakage and increased friction are common faults in hydraulic cylinders that can have serious consequences if they are not detected at early stage. In this paper, the design of a fault detector for a nonlinear hydraulic mechanical system is presented. By considering the system in steady state, two residual signals are generated and analysed with a composite hypothesis test which accommodates for unknown parameters. The resulting detector is able to detect abrupt changes in leakage or friction given the noisy pressure and position measurements. Test rig measurements validate the properties of residuals and high fidelity simulation and experimental results demonstrate the performance and feas…
Experimental nonlinear electrical reaction-diffusion lattice
1998
International audience; A nonlinear electrical reaction-diffusion lattice modelling the Nagumo equation is presented. It is shown that this system supports front propagation with a given velocity. This propagation is observed experimentally using a video acquisition system, and the measured velocity of the front is in perfect agreement with the theoretical prediction.
Probabilistic characterization of nonlinear systems under Poisson white noise via complex fractional moments
2014
In this paper, the probabilistic characterization of a nonlinear system enforced by Poissonian white noise in terms of complex fractional moments (CFMs) is presented. The main advantage in using such quantities, instead of the integer moments, relies on the fact that, through the CFMs the probability density function (PDF) is restituted in the whole domain. In fact, the inverse Mellin transform returns the PDF by performing integration along the imaginary axis of the Mellin transform, while the real part remains fixed. This ensures that the PDF is restituted in the whole range with exception of the value in zero, in which singularities appear. It is shown that using Mellin transform theorem…
Complex fractional moments for the characterization of the probabilistic response of non-linear systems subjected to white noises
2019
In this chapter the solution of Fokker-Planck-Kolmogorov type equations is pursued with the aid of Complex Fractional Moments (CFMs). These quantities are the generalization of the well-known integer-order moments and are obtained as Mellin transform of the Probability Density Function (PDF). From this point of view, the PDF can be seen as inverse Mellin transform of the CFMs, and it can be obtained through a limited number of CFMs. These CFMs’ capability allows to solve the Fokker-Planck-Kolmogorov equation governing the evolutionary PDF of non-linear systems forced by white noise with an elegant and efficient strategy. The main difference between this new approach and the other one based …
Constructing transient response probability density of non-linear system through complex fractional moments
2014
Abstract The probability density function for transient response of non-linear stochastic system is investigated through the stochastic averaging and Mellin transform. The stochastic averaging based on the generalized harmonic functions is adopted to reduce the system dimension and derive the one-dimensional Ito stochastic differential equation with respect to amplitude response. To solve the Fokker–Plank–Kolmogorov equation governing the amplitude response probability density, the Mellin transform is first implemented to obtain the differential relation of complex fractional moments. Combining the expansion form of transient probability density with respect to complex fractional moments an…