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Stochastic System Design and Applications to Stochastically Robust Structural Control


Taflanidis, Alexandros Angelos (2008) Stochastic System Design and Applications to Stochastically Robust Structural Control. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/6TRA-1C83.


The knowledge about a planned system in engineering design applications is never complete. Often, a probabilistic quantification of the uncertainty arising from this missing information is warranted in order to efficiently incorporate our partial knowledge about the system and its environment into their respective models. In this framework, the design objective is typically related to the expected value of a system performance measure, such as reliability or expected life-cycle cost. This system design process is called stochastic system design and the associated design optimization problem stochastic optimization. In this thesis general stochastic system design problems are discussed. Application of this design approach to the specific field of structural control is considered for developing a robust-to-uncertainties nonlinear controller synthesis methodology.

Initially problems that involve relatively simple models are discussed. Analytical approximations, motivated by the simplicity of the models adopted, are discussed for evaluating the system performance and efficiently performing the stochastic optimization. Special focus is given in this setting on the design of control laws for linear structural systems with probabilistic model uncertainty, under stationary stochastic excitation. The analysis then shifts to complex systems, involving nonlinear models with high-dimensional uncertainties. To address this complexity in the model description stochastic simulation is suggested for evaluating the performance objectives. This simulation-based approach addresses adequately all important characteristics of the system but makes the associated design optimization challenging. A novel algorithm, called Stochastic Subset Optimization (SSO), is developed for efficiently exploring the sensitivity of the objective function to the design variables and iteratively identifying a subset of the original design space that has high plausibility of containing the optimal design variables. An efficient two-stage framework for the stochastic optimization is then discussed combining SSO with some other stochastic search algorithm. Topics related to the combination of the two different stages for overall enhanced efficiency of the optimization process are discussed.

Applications to general structural design problems as well as structural control problems are finally considered. The design objectives in these problems are the reliability of the system and the life-cycle cost. For the latter case, instead of approximating the damages from future earthquakes in terms of the reliability of the structure, as typically performed in past research efforts, an accurate methodology is presented for estimating this cost; this methodology uses the nonlinear response of the structure under a given excitation to estimate the damages in a detailed, component level.

Item Type:Thesis (Dissertation (Ph.D.))
Subject Keywords:model uncertainty; robust design; stochastic optimization; stochastic simulation; stochastic system design; structural control
Degree Grantor:California Institute of Technology
Division:Engineering and Applied Science
Major Option:Civil Engineering
Minor Option:Control and Dynamical Systems
Thesis Availability:Public (worldwide access)
Research Advisor(s):
  • Beck, James L.
Thesis Committee:
  • Burdick, Joel Wakeman (chair)
  • Beck, James L.
  • Scruggs, Jeffrey
  • Krishnan, Swaminathan
  • Iwan, Wilfred D.
Defense Date:24 September 2007
Non-Caltech Author Email:a.taflanidis (AT)
Record Number:CaltechETD:etd-12062007-135604
Persistent URL:
Taflanidis, Alexandros Angelos0000-0002-9784-7480
Default Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:4819
Deposited By: Imported from ETD-db
Deposited On:11 Dec 2007
Last Modified:31 Jan 2020 23:22

Thesis Files

PDF (Thesis_Taflanidis.pdf) - Final Version
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