System Dynamics
3rd Edition
ISBN: 9780073398068
Author: III William J. Palm
Publisher: MCG
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Chapter 8, Problem 8.12P
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We will consider a linear system and a nonlinear system under uncertainty, each expressed in the form
of a set of stochastic differential equation (SDE) as follows:
=
da (Ax+ Bu)dt + Gdw,
dx = f(x,u,t)dt+Gdw,
(1)
(2)
where x is the state, u is the control, and dw is a differential increment of standard Brownian motion, i.e.,
E[dw] = 0 and E [dw(t)dw(t)] = dt-1.
In this problem, we consider the linear SDE, Eq. (1), with a very simple model where x = R², u = [0,0]
(no control), and dw R². The matrices A, B, and G are given as follows:
A=02x2, B=02x2; G = [000]
(3)
where σp Є R represents the degree of the uncertainty, and let us take σ₁ = 2 and σ2 = 3. Assume that the
initial state is deterministic and e(t = 0) = [0,0]. Take the following steps to simulate the given SDE for
1 € [0, 1]:
(a): Consider the increments of w between each time interval [+1). Derive the analytical expression
of Aw using w~N(02, 12), where Aw, w(tk+1) — w(tk).
(c): Derive the approximate continuous-time EoM from…
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Chapter 8 Solutions
System Dynamics
Ch. 8 - Prob. 8.1PCh. 8 - Suppose the rocket motor in Problem 8.1 takes 0.04...Ch. 8 - Prob. 8.3PCh. 8 - Prob. 8.4PCh. 8 - Prob. 8.5PCh. 8 - Prob. 8.6PCh. 8 - Prob. 8.7PCh. 8 - Prob. 8.8PCh. 8 - The liquid-level system shown in Figure 8.1.2d has...Ch. 8 - The immersed object shown in Figure 8.1.2e is...
Ch. 8 - Prob. 8.11PCh. 8 - Prob. 8.12PCh. 8 - Prob. 8.13PCh. 8 - Prob. 8.14PCh. 8 - Prob. 8.15PCh. 8 - Prob. 8.16PCh. 8 - Prob. 8.17PCh. 8 - Obtain the response of the following models with...Ch. 8 - Prob. 8.19PCh. 8 - Prob. 8.20PCh. 8 - Prob. 8.21PCh. 8 - Prob. 8.22PCh. 8 - Prob. 8.23PCh. 8 - If applicable, compute <, r, a>„, and iod for the...Ch. 8 - Prob. 8.25PCh. 8 - Prob. 8.26PCh. 8 - 8.27 Given the model
,v — (/z + 2)i + (2/z + 5)x =...Ch. 8 - Prob. 8.28PCh. 8 - Prob. 8.29PCh. 8 - 8.30 The characteristic equation of a certain...Ch. 8 - Prob. 8.31PCh. 8 - Prob. 8.32PCh. 8 - Prob. 8.33PCh. 8 - Prob. 8.34PCh. 8 - Prob. 8.35PCh. 8 - Derive the fact that the peak time is the same for...Ch. 8 - Prob. 8.37PCh. 8 - Prob. 8.40PCh. 8 - Prob. 8.41PCh. 8 - Prob. 8.42PCh. 8 - Prob. 8.43PCh. 8 - Prob. 8.44PCh. 8 - Prob. 8.45P
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