Optimal Design of Stochastic Distributed Order Linear SISO Systems Using Hybrid Spectral Method

Pham Luu Trung Duong, Ezra Kwok and Moonyong Lee

Mathematical Problems in Engineering, 2015, vol. 2015, 1-14

Abstract:

The distributed order concept, which is a parallel connection of fractional order integrals and derivatives taken to the infinitesimal limit in delta order, has been the main focus in many engineering areas recently. On the other hand, there are few numerical methods available for analyzing distributed order systems, particularly under stochastic forcing. This paper proposes a novel numerical scheme for analyzing the behavior of a distributed order linear single input single output control system under random forcing. The method is based on the operational matrix technique to handle stochastic distributed order systems. The existing Monte Carlo, polynomial chaos, and frequency methods were first adapted to the stochastic distributed order system for comparison. Numerical examples were used to illustrate the accuracy and computational efficiency of the proposed method for the analysis of stochastic distributed order systems. The stability of the systems under stochastic perturbations can also be inferred easily from the moment of random output obtained using the proposed method. Based on the hybrid spectral framework, the optimal design was elaborated on by minimizing the suitably defined constrained-optimization problem.

Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:989542

DOI: 10.1155/2015/989542

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