
- 426 pages
- English
- PDF
- Available on iOS & Android
Stochastic Dynamics and Control
About this book
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.Ā· Comprehensive review of probability theory, and stochastic processesĀ· Random vibrationsĀ· Structural reliability and fatigue, Non-Gaussian fatigueĀ· Monte Carlo methodsĀ· Stochastic calculus and engineering applicationsĀ· Stochastic feedback controls and optimal controlsĀ· Stochastic sliding mode controlsĀ· Feedback control of stochastic time-delayed systemsĀ· Probability density tracking control
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Information
Table of contents
- Front cover
- Table of contents
- Preface
- Chapter 1. Introduction
- Chapter 2. Probability Theory
- Chapter 3. Stochastic Processes
- Chapter 4. Spectral Analysis of Stochastic Processes
- Chapter 5. Stochastic Calculus
- Chapter 6. Fokker-Planck-Kolmogorov Equation
- Chapter 7. Kolmogorov Backward Equation
- Capter 8. Random Vibration of SDOF Systems
- Chapter 9. Random Vibration of MDOF Discrete Systems
- Chapter 10. Random Vibration of Continuous Structures
- Chapter 11. Structural Reliability
- Chapter 12. Monte Carlo Simulation
- Chapter 13. Elements of Feedback Controls
- Chapter 14. Feedback Control of Stochastic Systems
- Chapter 15. Concepts of Optimal Controls
- Chapter 16. Stochastic Optimal Control with the GCM Method
- Chapter 17. Sliding Mode Control
- Chapter 18. Control of Stochastic Systems with Time Delay
- Chapter 19. Probability Density Function Control
- Appendix A. Matrix Computation
- Appendix B. Laplace Transformation
- Bibliography
- Subject Index