Neste trabalho apresenta-se um procedimento de projeto para sistemas dinâmicos com não linearidades do tipo setor. Um sistema linear com incerteza estruturada é utilizado para descrever o sistema não linear, permitindo encontrar funções de Lyapunov, subconjuntos do domínio de atração e regiões invariantes do sistema não linear de forma relativamente simples. O controlador de ganho programado utiliza os estados do sistema para chavear controladores lineares robustos em subconjuntos do domínio de atração do sistema em torno do ponto de operação. O procedimento garante a estabilidade do sistema em malha fechada e reduz o conservadorismo que resulta quando uma grande região de atração é considerada. Além disto, também considera-se o problema de transição garantida entre pontos de operação, utilizando um caminho pré especificado no espaço de estado. Para o controle do sistema linear com incerteza, apresenta-se uma técnica de controle de custo garantido utilizando desigualdades de matrizes lineares. Um sistema de suspensão magnética e um sistema de bioxidação microbiana de sorbitol a sorbose são apresentados como exemplos de aplicação do controlador de ganho programado. / In this work a gain scheduling controller design procedure for dynamic systems with sector nonlinearities is given. An uncertain linear system with structured uncertainty is used to describe the nonlinear system, yielding an easy way to obtain Lyapunov functions, invariant sets and subsets of the system domain of attraction. The gain scheduling controller proposed uses the system state to switch linear robust controllers in subsets of the system domain of attraction around the operating point. The procedure guarantees the stability ofthe closed loop system and reduces the amount of conservatism that results when a large region of attraction around the operating point is considered. In addition, we also consider the problem of guaranteed transition between operating points by using a pre specified path in the state space for the system operating points. A guaranteed cost control law for uncertain linear systems using linear matrix inequalities is also presented. A magnetic suspension system and a sorbitol to sorbose microbial oxidation system are presented as applications of the gain scheduled controller.

Materials when subjected to deformation exhibit unstable plastic flow beyond the elastic limit. In certain range of temperature and strain rates many solid state solutions, both interstitial as well as substitutional, exhibit the phenomenon of serrated yielding which also goes by the name, the Portevin - Le Chatelier (PLC) effect. The origin of this plastic instability is due to the interaction of dislocations with solute atoms. The objective of the thesis is to provide a dynamical systems approach to the study of this plastic flow instability. The thesis work discusses, within the framework of a model, the connection between microscopic dislocation mechanisms and macroscopic mechanical response of the specimen as stress drops in stress-strain curves. An extension of the model to the associated deformation bands is also considered. The emphasis is on the dynamical aspects of the instability. The methods of nonlinear dynamics like geometrical slow manifold and Poincare map formalism are applied for the first time to study the PLC effect. However, the approach and techniques transcend this particular application as the techniques are equally well applicable for many other physical systems as well, in particular, systems involving multiple time scales. The material covered should be of interest to investigators in the materials science, in particular, those, involved in the dislocation patterning and self organization of dislocations. Many theoretical models for the PLC effect exist in literature. Although the physical phenomenon is inherently dynamic, the conventional theoretical models do not involve any dynamical aspect. A dynamical model for this effect, due to Ananthakrishna, Sahoo and Valsakumar provides an explanation in terms of the dynamic interactions between different dislocation species and evolution of densities of these dislocation species. This model is known to reproduce several of the experimental results. It is within the perspective of this model and its extensions we analyze the PLC effect. The macroscopic manifestation of the PLC effect is the repeated load drops or serration in stress-strain curves (beyond the yield point). Each of the load drop is associated with the formation of a spatial dislocation band and its subsequent propagation. From the perspective of a dynamical system, the changeover from the stress-strain curve with single yield drop to repeated yield drops (the PLC effect) corresponds to a Hopf bifurcation wherein equilibrium state changes over to a periodic steady state. These repeated load drops correspond to auto oscillations of the applied stress (in the absence of any periodic driving force). In particular, as implied by the slow loading and sudden load drops, these oscillations are classified as relaxation oscillations. Relaxation oscillations are a result of disparate time scales of dynamics of the participating modes. Within the context of the model, this refers to very different time scales of evolution of densities of mobile (fast), immobile (slow) dislocations and those with a cloud of solute atoms (not too slow). The focus of attention in the thesis work is on these auto relaxation oscillations. There are several methodologies in nonlinear dynamical systems to study the oscillatory behavior of multidimensional systems with multiple time scales. An effective way is to study the reduced dynamical system in an appropriate space without sacrificing the required dynamical information. To this end, we discuss two techniques which compliment each other. 1.Slow manifold approach: This method utilizes the presence of multiple time scales dynamics. Advantage is that the information on the nature of evolution of the periodic orbit is retained. The limitation is that the transition from one stable state to another as parameter is varied cannot be dealt with. 2.Poincare maps:This approach utilizes the recurrent behavior of the period orbit. This is a convenient methodology to study the nature of stability of periodic orbits. However, in this, the information about the nature of evolution is lost. Both the above techniques provide good description in the presence of high dissipation or larger separation of time scales of the participating modes. For slow manifold analysis, this leads to exact slow manifold structure while in the case of Poincare maps, it leads to simpler, lower dimensional attractors. Specific issues that are dealt with using these approaches and others in this thesis are the following. To start with, we first provide a comprehensive overview of the dynamical behavior as envisaged by the model system in physically relevant two parameter space. The existence of relaxation oscillations bounded by back-to-back Hopf bifurcation is a good representation of the fact that the PLC effect manifests only in a window of strain rates. Within this boundary of Hopf bifurcations relaxation oscillations destabilize to give rise to new states of order, including the chaotic states. The changes in the nature of these oscillations with control parameters is projected through the bifurcation diagrams and analyzed using techniques like Floquet multipliers, Lyapunovs exponents etc. After the identification of the relevant parameter space for the monoperiodic relaxation oscillations, we focus our attention on the time scales involved in these relaxation oscillations and its connection to the time scales apparent in serrations of the stress-strain curve of the PLC effect. This characteristic feature of the PLC effect, the stick-slip nature of stress-strain curves, is believed to result from the negative strain rate dependence of the flow stress. The latter is assumed to arise from a competition of the relevant time scales involved in the phenomenon. However, in the previous works, the identification and the role of the time scales in the dynamical phenomenon is not clear. The motivation of this part of the work is to identify the time scales involved in the stress drops of the time series and their origin. Since the dynamics involves distinct time scales, in the long time limit, the evolution is controlled only by the slow modes. Hence, the adiabatic elimination or quasi-steady state approximation of the fast modes leads to an invariant manifold, the slow manifold which is useful for the analysis of time scales. The geometry of the slow manifold which is atypical with two connected pieces is shown to be at the root of the relaxation oscillations. The analysis of the slow manifold structure helps to understand the time scales of the dynamics operating in different regions of the slow manifold. The analysis also helps us to provide a proper dynamical interpretation for the negative branch of the strain rate sensitivity of the flow stress. The slow-fast dynamical nature manifests itself through multiperiodic oscillations also, in the form of mixed mode oscillations (MMOs), which are oscillations with both large amplitude excursions as well as small amplitude loops. In MMOs, the small amplitude oscillatory loops are confined to one part of the slow manifold (around the fixed point) and the large amplitude excursions arise as jumps from one piece of the slow manifold to the other. More generally, MMOs are a characteristic feature of a family of dynamical systems which also exhibit alternate periodic-chaotic sequences in bifurcation portraits. Usually, the origin of these features is explained in terms of either the approach to a homoclinic bifurcation duo to a saddle fixed point (Shilnikov scenario) or a saddle orbit (Gavrilov-Shilnikov scenario). However, the dynamical model exhibits features from both the above scenarios. The emphasis of this study is on explaining the origin of the incomplete approach to a global bifurcation in the dynamical model. Apart from attempting to understand the complex bifurcation sequences, an additional motivation for this study is the apparent lack of systematic investigation into the incomplete approach to global bifurcation exhibited by a variety of physical systems. The method of the analysis is general and applicable to the family of MMO systems. In the model, using the structure of the bifurcation sequences, and the equilibrium fixed point, a local analysis shows that the approach to homoclinicity is asymptotic at best, and is a result of the ‘softening' of eigenvalues of the saddle equilibrium point. This softening, in turn, is a consequence of back-to-back Hopf bifurcation which reflects the constraint of the physical phenomenon, namely, the occurrence of the multiple stress drops only in an interval of the strain rates. The characteristic features, namely, MMOs, alternate periodic-chaotic sequences, and incomplete approach to homoclinicity are related to each other and arise as a consequence of the atypical slow manifold structure. The slow manifold structure analysis assumes that the evolution of the system is constrained within the neighborhood of the slow manifold which also implies that the dynamical system involves high dissipation. Hence, the dimension of the effective dynamics in the long time limit is reduced. The analysis reveals information regarding the structure of the periodic orbit for a given set of parameter values but does not provide any information regarding the nature of stability of the periodic orbits. However, any insight into the mechanism of the instability of the periodic orbits in the model may lead to a better understanding of the underlying physical phenomenon. Poincare maps and equivalent discrete dynamical systems provide a convenient means to obtain such an insight on the nature of the periodic solutions of the dynamical system. This methodology compliments the invariant slow manifold analysis, since in Poincare maps, the nature of the stability information is preserved at the expense of the structure of the periodic orbit. However, these two methodologies are not exclusive to each other, since the slow manifold structure as well as Poincare maps may be constructed using a common factor, namely, extremal values of the fast variable of the dynamical system. The methodologies adopted for the analysis assumes large dissipation arising out of the multiple time scale behavior such that the next maximal amplitude (NMA) maps can be modeled by one dimensional discrete dynamical systems. The dynamical portrait of the model shows differing nature of dynamics and consequently Poincare maps with different geometrical shapes in the {m,c) plane. Within the framework of one dimensional maps, these shapes can be schematically reconstructed using minimal information regarding the principal periodic orbit embedded in higher dimension and its nature of stability. This suggests that one dimensional maps might be sufficient to represent the higher dimensional dynamical system. For most of the parameter space, the NMA maps of the dynamical model possess characteristic features of a locally smooth maximum and asymptotically long tail. These features have been observed in many other physical systems, both experimental and model systems. Hence, this analysis is focused on a broader issue of Poincare maps in a family of dynamical systems with multiple time scale dynamics and mixed mode oscillations. Here, the dynamical model has been used as a representative dynamical system for this family. The scope of the study is to understand the dynamical features of the MMO systems within the framework of one dimensional systems. Specifically, by using some general constraints on the one dimensional map, we first analyze the basic mechanism that is responsible for the reversal of periodic sequences of RLk type which corresponds to the dominant periodic states of the MMO systems. This in turn allows us to understand the period adding sequences as well. The analysis also helps to demonstrate that the width of the periodic states contained within the chaotic regions bounded by two successive periodic states of the form RLk is smaller than that for RLk .To this end, we first construct a model map which mimics the dominant bifurcation sequences of MMO systems. This map is utilized to verify the analytical results for the parameter width of the periodic windows. This analysis also throws light on the origin of the ordered structure of the isolas of RLk periodic orbits, in MMO systems, which was shown to be the result of a back-to-back Hopf bifurcation. The results indicate the ubiquity in the qualitative dynamical features of physical systems from widely differing origin, exhibiting alternate periodic-chaotic sequences. Although the model for the PLC effect is successful in describing the features of the phenomenon, a shortcoming of the dynamical model has been the absence of the spatial aspect. A dominant process in the PLC effect is the movement of dislocations (mainly through cross glide) which is essentially nonlocal. This feature has been incorporated into the dynamical model through a 'diffusive' term for the mobile dislocations. Preliminary results indicate that various types of band propagation, as seen in experiments, are recovered. It is known that the solute atmosphere aggregation occurs primarily during the waiting time of the mobile dislocations after its arrest. As another extension, the present model has been revised to incorporate these aging effects also. An outline of the thesis is as follows. Focus of this thesis work is on the dynamical aspects of the PLC effect. The phenomenology and few techniques in nonlinear dynamics are introduced in Chapters 1 and 2. Chapter 3 provides a comprehensive tour of dynamical behavior of the model in physically relevant two-parameter space. The rest of the work is presented in three parts (six chapters). In the first part of the thesis, the structure of the relaxation oscillations in the phase space is analyzed using the topology of the slow manifold. A connection between the slow manifold structure and the negative strain rate sensitivity of the flow stress is attempted using this analysis (Chapter 4). As a natural extension, the approach is utilized for the analysis of multiperiodic relaxation oscillations also. The emphasis is on the connection between the dynamical behavior of the model and incomplete approach to a global bifurcation (Chapter 5). In the second part of the thesis, the stability properties of periodic orbits are analyzed in detail using the Poincare map formalism, complimenting the study on the structure of periodic orbits using slow manifold. The structure and gross features of the Poincare map are reproduced utilizing only minimum information regarding the principal periodic orbit in the multidimensional space (Chapter 6). Within the framework of one dimensional systems, we analyze the mechanisms responsible for the structure of bifurcation portraits of MMO systems (Chapter 7). Third and the last part, of work focuses on modeling the spatial aspect of the PLC effect and refinement of the dynamical model (Chapters). The last chapter, Chapter9, is devoted for discussion of the results and scope for future work.

The advances in computational and experimental modeling in the area of structural mechanics have stimulated research in a class of hybrid problems that require both of these modeling capabilities to be combined to achieve certain objectives. Real-time substructure (RTS) testing, structural system identification (SSI) and active control techniques fall in the category of hybrid problems that need efficient tools in both computational and experimental phases for their successful implementation. RTS is a hybrid testing method, which aims to overcome the scaling problems associated with the conventional dynamic testing methods (such as shake table test, effective force test and pseudo dynamic test) by testing the critical part of the structure experimentally with minimum compromise on spatio-temporal scaling, while modeling the remaining part numerically. The problem of SSI constitutes an important component within the broader framework of problems of structural health monitoring where, based on the in-situ measurements on the loading and a subset of critical responses of the structure, the system parameters are estimated with a view to detecting damage/degradation. Active control techniques are employed to maintain the functionality of important structures, especially under extreme dynamic loading. The work reported in the present thesis contributes to the areas of RTS, SSI and active control of nonlinear systems, the main focus being the computational aspects, i.e., in developing numerical strategies to address some of the unsolved issues, although limited efforts have also been made to undertake laboratory experimental investigations in the area of nonlinear SSI. The thesis is organized into seven chapters and five appendices. The first chapter contains an overview of the state of the art techniques in dynamic testing, SSI and structural control. The topics covered include effective force test, pseudo dynamic test, RTS test, time and frequency domain methods of nonlinear system identification, dynamic state estimation techniques with emphasis on particle filters, Rao-Blackwellization, structural control methods, control algorithms and active control of nonlinear systems. The review identifies a set of open problems that are subsequently addressed, to an extent, in the thesis. Chapter 2 focuses on the development of a time domain coupling technique, involving combined computational and experimental modeling, for vibration analysis of structures built-up of linear/nonlinear substructures. The numerical and experimental substructures are allowed to interact in real-time. The equation of motion of the numerical substructure is integrated using a step-by-step procedure that is formulated in the state space. For systems with nonlinear substructures, a multi-step transversal linearization method is used to integrate the equations of motion; and, a multi-step extrapolation scheme, based on the reproducing kernel particle method, is employed to handle the time delays that arise while accounting for the interaction between the substructures. Numerical illustrations on a few low dimensional vibrating structures are presented and these examples are fashioned after problems of seismic qualification testing of engineering structures using RTS testing techniques. The concept of substructuring is extended in Chapter 3 for implementing Rao-Blackwellization, a technique of combining particle filters with analytical computation through Kalman filters, for state and parameter estimations of a class of nonlinear dynamical systems with additive Gaussian process/observation noises. The strategy is based on decomposing the system to be estimated into mutually coupled linear and nonlinear substructures and then putting in place a rational framework to account for coupling between the substructures. While particle filters are applied to the nonlinear substructures, estimation of linear substructures proceeds using a bank of Kalman filters. Numerical illustrations for state/parameter estimations of a few linear and nonlinear oscillators with noise in both the process and measurements are provided to demonstrate the potential of the Rao-Blackwellized particle filter (RBPF) with substructuring. In Chapter 4, the concept of Rao-Blackwellization is extended to handle more general nonlinear systems, using two different schemes of linearization. A semi-analytical filter and a conditionally linearized filter, within the framework of Monte Carlo simulations, are proposed for state and parameter estimations of nonlinear dynamical systems with additively Gaussian process/observation noises. The first filter uses a local linearization of the nonlinear drift fields in the process/observation equations based on explicit Ito-Taylor expansions to transform the given nonlinear system into a family of locally linearized systems. Using the most recent observation, conditionally Gaussian posterior density functions of the linearized systems are analytically obtained through the Kalman filter. In the second filter, the marginalized posterior distribution of an appropriately chosen subset of the state vector is obtained using a particle filter. Samples of these marginalized states are then used to construct a family of conditionally linearized system of equations to obtain the posterior distribution of the states using a bank of Kalman filters. The potential of the proposed filters in state/parameter estimations is demonstrated through numerical illustrations on a few nonlinear oscillators. The problem of active control of nonlinear structural dynamical systems, in the presence of both process and measurement noises, is considered in Chapter 5. The focus of the study is on the exploitability of particle filters for state estimation in feedback control algorithms for nonlinear structures, when a limited number of noisy output measurements are available. The control design is done using the state dependent Riccati equation (SDRE) method. The Bayesian bootstrap filter and another based on sequential importance sampling are employed for state estimation. Numerical illustrations are provided for a few typically nonlinear oscillators of interest in structural engineering. The experimental validation of the RBPF using substructuring (developed in Chapter 3) and the conditionally linearized Monte Carlo filter (developed in Chapter 4), for parameter estimation, is reported in Chapter 6. Measured data available through laboratory experiments on simple building frame models subjected to harmonic base motions is processed using the proposed algorithms to identify the unknown parameters of the model. A brief summary of the contributions made in this thesis, together with a few suggestions for future research, are presented in Chapter 7. Appendix A provides an account of the multi-step transversal linearization method. The derivation of the reproducing kernel shape functions are presented in Appendix B. Appendix C provides the details of the stochastic Taylor expansion and derivation of the covariance structure of Gaussian MSI-s. The performance of a particle filtering algorithm (bootstrap filter) and Kalman filter in the state estimation of a linear system is provided in Appendix D and Appendix E contains the theoretical details of the Rao-Blackwellized particle filter.

Made available in DSpace on 2014-06-11T19:26:56Z (GMT). No. of bitstreams: 0 Previous issue date: 2009-04-27Bitstream added on 2014-06-13T19:55:23Z : No. of bitstreams: 1 elias_lj_me_sjrp.pdf: 456982 bytes, checksum: 012c9b4ab5b1b167819de6d4b46a698b (MD5) / Este trabalho apresenta um estudo de um pêndulo eletromecânico com excitação vertical utilizando a teoria de perturbações. O objetivo é fazer um estudo analítico para verificar os efeitos de ressonância no estado estacionário do sistema, efeitos esses provocados por alguns valores de freqüência do sistema dinˆamico. As equações do sistema dinâmico estudado apresentam características que impedem a obtenção de soluções analíticas devido à presença de termos não lineares, e ainda exibem interações ressonantes entre bloco, motor e pêndulo. A análise feita considerou o sistema com ressonância entre o bloco e o motor, mas foi descartada a interação ressonante com o pêndulo. Como a excitação no suporte é vertical, em primeira aproximação a equação do pêndulo é a equação de Mathieu. Devido à presença de um termo não linear nesta equação, foi feito também um estudo com a teoria de perturbações para obter uma solução analítica aproximada, tomando como exemplo a equação de Mathieu analisada no estudo desenvolvido por Nayfeh. As equações para o estado estacionário do sistema foram obtidas através da aplicação de um método de perturbação. O estudo dessas equações foi baseado no trabalho desenvolvido por Kononenko, e os resultados obtidos são análogos, pois o sistema dinâmico deste estudo e o sistema dinâmico considerado por Kononenko guardam certa semelhança. / In this work a study of an electromechanical pendulum with a vertical excitation is done using the Perturbation theory. The main objective is to make an approximate analytic study to verify the effects of resonance at the stationary state of the system, effects that are caused by some values of frequencies of the dynamic system. The equations of the system show characteristics that don’t permit the analytic solutions because of presence of nonlinear terms and there are resonant interactions between the block, the eccentric mass and the pendulum. In this analysis the resonance between the block and the eccentric mass was considered, but the resonance with the pendulum was ignored. As the excitation of the support is vertical, the first approximation of the equation of the pendulum is a Mathieu equation. Due to the presence of one nonlinear term in this equation, a study with the perturbation theory was performed to get a solution at first approximation, following the study made by Nayfeh. The equations for the stationary state were taken through the application of one perturbation method. The study of these equations was based on the work developed by Kononenko and the results obtained are similar, because the dynamic system of this work and the system considered by Kononenko keep certain similarities.

Orientador: Masayoshi Tsuchida / Banca: José Manoel Balthazar / Banca: Waldemar Donizete Bastos / Resumo: Nesta dissertação vamos fazer uma análise do sistema pêndulo eletromecânico utilizando a teoria de perturbações através dos métodos da média e múltiplas escalas. Nosso objetivo é obter soluções analáticas aproximadas para o sistema e fazer análise dos casos de ressonâncias internas, alám de estudar a estabilidade dos estados estacionários. O sistema pêndulo eletromecânico tem uma dinâmica muito rica, pois apresenta curvas características dos efeitos de histerese, fenômenos de saltos nas amplitudes dos movimentos realizáveis, curvas com características mole e dura ("softening e hardening") e, além disso, diversas ressonâncias internas. Devido a complexidade das equações do sistema pêndulo eletromecânico, elas são difíceis de serem tratadas analíticamente, já que existe iteração ressonante entre as três partes (bloco, motor e pêndulo), e não podemos restringir o estudo das interações ressonantes à apenas duas partes e desprezar a outra parte. Neste trabalho analisamos o caso em que existe interação ressonante entre o bloco e o motor, mas sem interação ressonante com o pêndulo, mas, no entanto, sem desprezar os efeitos do movimento do pêndulo. Em seguida, discutimos a possibilidade de efeitos de saltos nas amplitudes dos movimentos realizáveis, apresentamos alguns pontos onde o sistema perde a estabilidade, já que a discuss~ao sobre comportamento geral do sistema érestrito a variedade central, e analisamos a estabilidade dos pontos fixos tomando como exemplo o estudo feito por Kononenko. A estabilidade dos pontos fixos do sistema é feita pela utilização do critério R-H, juntamente com a teoria da variedade central já que, no caso analisado, existe auto valor zero / Abstract: In this work we study the eletromechanical pendulum system with pertubation theory. We use the average method and the multiple scales method to get a approximate analytic solution for the problem, and analyse the various internal resonances and the stationary states stability. The eletromechanical pendulum is a very complex dynamical system and it shows very interesting e®ects such as histeresis, jump phenomenon, curves of hardening and softening type and, also, various kinds of internal resonances. The equations of the system are very complicated and so they are very hardy to study in an analytic way, because there is resonant interaction between the three components parts of the system and we can't restrict our study to interactions of just two parts of the system. In this work we analyse the case of resonant interaction between the block and the load without resonant interaction between the block and pendulum, but taking in account the pendulum e®ects. We treat the possibility of jump phenomenon, some points where the system loose stability are localized, and we analyse the stability of the stationary states as done by Kononenko. The analysis of stability of the stationary states is done by Routh-Hurwtiz criterion(R- H criterion) and center manifold, because the Jacobian matrix has an eigenvalue with zero real part / Mestre

Neste trabalho apresenta-se um procedimento de projeto para sistemas dinâmicos com não linearidades do tipo setor. Um sistema linear com incerteza estruturada é utilizado para descrever o sistema não linear, permitindo encontrar funções de Lyapunov, subconjuntos do domínio de atração e regiões invariantes do sistema não linear de forma relativamente simples. O controlador de ganho programado utiliza os estados do sistema para chavear controladores lineares robustos em subconjuntos do domínio de atração do sistema em torno do ponto de operação. O procedimento garante a estabilidade do sistema em malha fechada e reduz o conservadorismo que resulta quando uma grande região de atração é considerada. Além disto, também considera-se o problema de transição garantida entre pontos de operação, utilizando um caminho pré especificado no espaço de estado. Para o controle do sistema linear com incerteza, apresenta-se uma técnica de controle de custo garantido utilizando desigualdades de matrizes lineares. Um sistema de suspensão magnética e um sistema de bioxidação microbiana de sorbitol a sorbose são apresentados como exemplos de aplicação do controlador de ganho programado. / In this work a gain scheduling controller design procedure for dynamic systems with sector nonlinearities is given. An uncertain linear system with structured uncertainty is used to describe the nonlinear system, yielding an easy way to obtain Lyapunov functions, invariant sets and subsets of the system domain of attraction. The gain scheduling controller proposed uses the system state to switch linear robust controllers in subsets of the system domain of attraction around the operating point. The procedure guarantees the stability ofthe closed loop system and reduces the amount of conservatism that results when a large region of attraction around the operating point is considered. In addition, we also consider the problem of guaranteed transition between operating points by using a pre specified path in the state space for the system operating points. A guaranteed cost control law for uncertain linear systems using linear matrix inequalities is also presented. A magnetic suspension system and a sorbitol to sorbose microbial oxidation system are presented as applications of the gain scheduled controller.

The study of randomly excited nonlinear dynamical systems forms the focus of this thesis. We discuss two classes of problems: first, the characterization of nonlinear random response of the system before it comes into existence and, the second, assimilation of measured responses into the mathematical model of the system after the system comes into existence. The first class of problems constitutes forward problems while the latter belongs to the class of inverse problems. An outstanding feature of these problems is that they are almost always not amenable for exact solutions. We tackle in the present study these two classes of problems using Monte Carlo simulation tools in conjunction with Markov process theory, Bayesian model updating strategies, and particle filtering based dynamic state estimation methods. It is well recognized in literature that any successful application of Monte Carlo simulation methods to practical problems requires the simulation methods to be reinforced with effective means of controlling sampling variance. This can be achieved by incorporating any problem specific qualitative and (or) quantitative information that one might have about system behavior in formulating estimators for response quantities of interest. In the present thesis we outline two such approaches for variance reduction. The first of these approaches employs a substructuring scheme, which partitions the system states into two sets such that the probability distribution of the states in one of the sets conditioned on the other set become amenable for exact analytical solution. In the second approach, results from data based asymptotic extreme value analysis are employed to tackle problems of time variant reliability analysis and updating of this reliability. We exemplify in this thesis the proposed approaches for response estimation and model updating by considering wide ranging problems of interest in structural engineering, namely, nonlinear response and reliability analyses under stationary and (or) nonstationary random excitations, response sensitivity model updating, force identification, residual displacement analysis in instrumented inelastic structures under transient excitations, problems of dynamic state estimation in systems with local nonlinearities, and time variant reliability analysis and reliability model updating. We have organized the thesis into eight chapters and three appendices. A resume of contents of these chapters and appendices follows. In the first chapter we aim to provide an overview of mathematical tools which form the basis for investigations reported in the thesis. The starting point of the study is taken to be a set of coupled stochastic differential equations, which are obtained after discretizing spatial variables, typically, based on application of finite element methods. Accordingly, we provide a summary of the following topics: (a) Markov vector approach for characterizing time evolution of transition probability density functions, which includes the forward and backward Kolmogorov equations, (b) the equations governing the time evolution of response moments and first passage times, (c) numerical discretization of governing stochastic differential equation using Ito-Taylor’s expansion, (d) the partial differential equation governing the time evolution of transition probability density functions conditioned on measurements for the study of existing instrumented structures, (e) the time evolution of response moments conditioned on measurements based on governing equations in (d), and (f) functional recursions for evolution of multidimensional posterior probability density function and posterior filtering density function, when the time variable is also discretized. The objective of the description here is to provide an outline of the theoretical formulations within which the problems of response estimation and model updating are formulated in the subsequent chapters of the present thesis. We briefly state the class of problems, which are amenable for exact solutions. We also list in this chapter major text books, research monographs, and review papers relevant to the topics of nonlinear random vibration analysis and dynamic state estimation. In Chapter 2 we provide a review of literature on solutions of problems of response analysis and model updating in nonlinear dynamical systems. The main focus of the review is on Monte Carlo simulation based methods for tackling these problems. The review accordingly covers numerical methods for approximate solutions of Kolmogorov equations and associated moment equations, variance reduction in simulation based analysis of Markovian systems, dynamic state estimation methods based on Kalman filter and its variants, particle filtering, and variance reduction based on Rao-Blackwellization. In this review we chiefly cover papers that have contributed to the growth of the methodology. We also cover briefly, the efforts made in applying the ideas to structural engineering problems. Based on this review, we identify the problems of variance reduction using substructuring schemes and data based extreme value analysis and, their incorporation into response estimation and model updating strategies, as problems requiring further research attention. We also identify a range of problems where these tools could be applied. We consider the development of a sequential Monte Carlo scheme, which incorporates a substructuring strategy, for the analysis of nonlinear dynamical systems under random excitations in Chapter 3. The proposed substructuring ensures that a part of the system states conditioned on the remaining states becomes Gaussian distributed and is amenable for an exact analytical solution. The use of Monte Carlo simulations is subsequently limited for the analysis of the remaining system states. This clearly results in reduction in sampling variance since a part of the problem is tackled analytically in an exact manner. The successful performance of the proposed approach is illustrated by considering response analysis of a single degree of freedom nonlinear oscillator under random excitations. Arguments based on variance decomposition result and Rao-Blackwell theorems are presented to demonstrate that the proposed variance reduction indeed is effective. In Chapter 4, we modify the sequential Monte Carlo simulation strategy outlined in the preceding chapter to incorporate questions of dynamic state estimation when data on measured responses become available. Here too, the system states are partitioned into two groups such that the states in one group become Gaussian distributed when conditioned on the states in the other group. The conditioned Gaussian states are subsequently analyzed exactly using the Kalman filter and, this is interfaced with the analysis of the remaining states using sequential importance sampling based filtering strategy. The development of this combined Kalman and sequential importance sampling filtering method constitutes one of the novel elements of this study. The proposed strategy is validated by considering the problem of dynamic state estimation in linear single and multi-degree of freedom systems for which exact analytical solutions exist. In Chapter 5, we consider the application of the tools developed in Chapter 4 for a class of wide ranging problems in nonlinear random vibrations of existing systems. The nonlinear systems considered include single and multi-degree of freedom systems, systems with memoryless and hereditary nonlinearities, and stationary and nonstationary random excitations. The specific applications considered include nonlinear dynamic state estimation in systems with local nonlinearities, estimation of residual displacement in instrumented inelastic dynamical system under transient random excitations, response sensitivity model updating, and identification of transient seismic base motions based on measured responses in inelastic systems. Comparisons of solutions from the proposed substructuring scheme with corresponding results from direct application of particle filtering are made and a satisfactory mutual agreement is demonstrated. We consider next questions on time variant reliability analysis and corresponding model updating in Chapters 6 and 7, respectively. The research effort in these studies is focused on exploring the application of data based asymptotic extreme value analysis for problems on hand. Accordingly, we investigate reliability of nonlinear vibrating systems under stochastic excitations in Chapter 6 using a two-stage Monte Carlo simulation strategy. For systems with white noise excitation, the governing equations of motion are interpreted as a set of Ito stochastic differential equations. It is assumed that the probability distribution of the maximum over a specified time duration in the steady state response belongs to the basin of attraction of one of the classical asymptotic extreme value distributions. The first stage of the solution strategy consists of selection of the form of the extreme value distribution based on hypothesis testing, and, the next stage involves the estimation of parameters of the relevant extreme value distribution. Both these stages are implemented using data from limited Monte Carlo simulations of the system response. The proposed procedure is illustrated with examples of linear/nonlinear systems with single/multiple degrees of freedom driven by random excitations. The predictions from the proposed method are compared with the results from large scale Monte Carlo simulations, and also with the classical analytical results, when available, from the theory of out-crossing statistics. Applications of the proposed method for vibration data obtained from laboratory conditions are also discussed. In Chapter 7 we consider the problem of time variant reliability analysis of existing structures subjected to stationary random dynamic excitations. Here we assume that samples of dynamic response of the structure, under the action of external excitations, have been measured at a set of sparse points on the structure. The utilization of these measurements in updating reliability models, postulated prior to making any measurements, is considered. This is achieved by using dynamic state estimation methods which combine results from Markov process theory and Bayes’ theorem. The uncertainties present in measurements as well as in the postulated model for the structural behaviour are accounted for. The samples of external excitations are taken to emanate from known stochastic models and allowance is made for ability (or lack of it) to measure the applied excitations. The future reliability of the structure is modeled using expected structural response conditioned on all the measurements made. This expected response is shown to have a time varying mean and a random component that can be treated as being weakly stationary. For linear systems, an approximate analytical solution for the problem of reliability model updating is obtained by combining theories of discrete Kalman filter and level crossing statistics. For the case of nonlinear systems, the problem is tackled by combining particle filtering strategies with data based extreme value analysis. The possibility of using conditional simulation strategies, when applied external actions are measured, is also considered. The proposed procedures are exemplified by considering the reliability analysis of a few low dimensional dynamical systems based on synthetically generated measurement data. The performance of the procedures developed is also assessed based on limited amount of pertinent Monte Carlo simulations. A summary of the contributions made and a few suggestions for future work are presented in Chapter 8. The thesis also contains three appendices. Appendix A provides details of the order 1.5 strong Taylor scheme that is extensively employed at several places in the thesis. The formulary pertaining to the bootstrap and sequential importance sampling particle filters is provided in Appendix B. Some of the results on characterizing conditional probability density functions that have been used in the development of the combined Kalman and sequential importance sampling filter in Chapter 4 are elaborated in Appendix C.

Modern complex dynamical systems typically possess a multiechelon hierarchical hybrid structure characterized by continuous-time dynamics at the lower-level units and logical decision-making units at the higher-level of hierarchy. Hybrid dynamical systems involve an interacting countable collection of dynamical systems defined on subregions of the partitioned state space. Thus, in addition to traditional control systems, hybrid control systems involve supervising controllers which serve to coordinate the (sometimes competing) actions of the lower-level controllers. A subclass of hybrid dynamical systems are impulsive dynamical systems which consist of three elements, namely, a continuous-time differential equation, a difference equation, and a criterion for determining when the states of the system are to be reset. One of the main topics of this dissertation is the development of stability analysis and control design for impulsive dynamical systems. Specifically, we generalize Poincare's theorem to dynamical systems possessing left-continuous flows to address the stability of limit cycles and periodic orbits of left-continuous, hybrid, and impulsive dynamical systems. For nonlinear impulsive dynamical systems, we present partial stability results, that is, stability with respect to part of the system's state. Furthermore, we develop adaptive control framework for general class of impulsive systems as well as energy-based control framework for hybrid port-controlled Hamiltonian systems. Extensions of stability theory for impulsive dynamical systems with respect to the nonnegative orthant of the state space are also addressed in this dissertation. Furthermore, we design optimal output feedback controllers for set-point regulation of linear nonnegative dynamical systems. Another main topic that has been addressed in this research is the stability analysis of large-scale dynamical systems. Specifically, we extend the theory of vector Lyapunov functions by constructing a generalized comparison system whose vector field can be a function of the comparison system states as well as the nonlinear dynamical system states. Furthermore, we present a generalized convergence result which, in the case of a scalar comparison system, specializes to the classical Krasovskii-LaSalle invariant set theorem. Moreover, we develop vector dissipativity theory for large-scale dynamical systems based on vector storage functions and vector supply rates. Finally, using a large-scale dynamical systems perspective, we develop a system-theoretic foundation for thermodynamics. Specifically, using compartmental dynamical system energy flow models, we place the universal energy conservation, energy equipartition, temperature equipartition, and entropy nonconservation laws of thermodynamics on a system-theoretic basis.

Development of dynamic state estimation techniques and their applications in problems of identification in structural engineering have been taken up. The thrust of the study has been the identification of structural systems that exhibit nonlinear behavior, mainly in the form of constitutive and geometric nonlinearities. Methods encompassing both linearization based strategies and those involving nonlinear filtering have been explored. The applications of derivative-free locally transversal linearization (LTL) and multi-step transversal linearization (MTrL) schemes for developing newer forms of the extended Kalman filter (EKF) algorithm have been explored. Apart from the inherent advantages of these methods in avoiding gradient calculations, the study also demonstrates their superior numerical accuracy and considerably less sensitivity to the choice of step sizes. The range of numerical illustrations covers SDOF as well as MDOF oscillators with time-invariant parameters and those with discontinuous temporal variations. A new form of the sequential importance sampling (SIS) filter is developed which explores the scope of the existing SIS filters to cover nonlinear measurement equations and more general forms of noise involving multiplicative and (or) Gaussian/ non-Gaussian noises. The formulation of this method involves Ito-Taylor’s expansions of the nonlinear functions in the measurement equation and the development of the ideal ispdf while accounting for the non-Gaussian terms appearing in the governing equation. Numerical illustrations on parameter identification of a few nonlinear oscillators and a geometrically nonlinear Euler–Bernoulli beam reveal a remarkably improved performance of the proposed methods over one of the best known algorithms, i.e. the unscented particle filter. The study demonstrates the applicability of diverse range of mathematical tools including Magnus’ functional expansions, theory of SDE-s, Ito-Taylor’s expansions and simulation and characterization of the non-Gaussian random variables to the problem of nonlinear structural system identification.

Made available in DSpace on 2014-06-11T19:26:56Z (GMT). No. of bitstreams: 0 Previous issue date: 2009-02-16Bitstream added on 2014-06-13T20:35:10Z : No. of bitstreams: 1 santos_jpm_me_sjrp.pdf: 844657 bytes, checksum: 7654e161686ed9a1d510f7e165e7627a (MD5) / Nesta dissertação vamos fazer uma análise do sistema pêndulo eletromecânico utilizando a teoria de perturbações através dos métodos da média e múltiplas escalas. Nosso objetivo é obter soluções analáticas aproximadas para o sistema e fazer análise dos casos de ressonâncias internas, alám de estudar a estabilidade dos estados estacionários. O sistema pêndulo eletromecânico tem uma dinâmica muito rica, pois apresenta curvas características dos efeitos de histerese, fenômenos de saltos nas amplitudes dos movimentos realizáveis, curvas com características mole e dura (softening e hardening) e, além disso, diversas ressonâncias internas. Devido a complexidade das equações do sistema pêndulo eletromecânico, elas são difíceis de serem tratadas analíticamente, já que existe iteração ressonante entre as três partes (bloco, motor e pêndulo), e não podemos restringir o estudo das interações ressonantes à apenas duas partes e desprezar a outra parte. Neste trabalho analisamos o caso em que existe interação ressonante entre o bloco e o motor, mas sem interação ressonante com o pêndulo, mas, no entanto, sem desprezar os efeitos do movimento do pêndulo. Em seguida, discutimos a possibilidade de efeitos de saltos nas amplitudes dos movimentos realizáveis, apresentamos alguns pontos onde o sistema perde a estabilidade, já que a discuss~ao sobre comportamento geral do sistema érestrito a variedade central, e analisamos a estabilidade dos pontos fixos tomando como exemplo o estudo feito por Kononenko. A estabilidade dos pontos fixos do sistema é feita pela utilização do critério R-H, juntamente com a teoria da variedade central já que, no caso analisado, existe auto valor zero / In this work we study the eletromechanical pendulum system with pertubation theory. We use the average method and the multiple scales method to get a approximate analytic solution for the problem, and analyse the various internal resonances and the stationary states stability. The eletromechanical pendulum is a very complex dynamical system and it shows very interesting e®ects such as histeresis, jump phenomenon, curves of hardening and softening type and, also, various kinds of internal resonances. The equations of the system are very complicated and so they are very hardy to study in an analytic way, because there is resonant interaction between the three components parts of the system and we can't restrict our study to interactions of just two parts of the system. In this work we analyse the case of resonant interaction between the block and the load without resonant interaction between the block and pendulum, but taking in account the pendulum e®ects. We treat the possibility of jump phenomenon, some points where the system loose stability are localized, and we analyse the stability of the stationary states as done by Kononenko. The analysis of stability of the stationary states is done by Routh-Hurwtiz criterion(R- H criterion) and center manifold, because the Jacobian matrix has an eigenvalue with zero real part