Reliability-Based Approach to Linear Covariance Control Design

Abstract

An extension to classical covariance control methods introduced by Skelton and coworkers, is proposed specifically for application to the control of civil engineering structures subjected to random dynamic excitations. The covariance structure of the system is developed directly from specification of its reliability via the assumption of independent (Poisson) outcrossings of its stationary response process from a polyhedral safe region. This leads to a set of state covariance controllers, each of which guarantees that the closed-loop system will possess the specified level of reliability. Several example problems are considered.