4.7 Article

An interval uncertain optimization method for vehicle suspensions using Chebyshev metamodels

期刊

APPLIED MATHEMATICAL MODELLING
卷 38, 期 15-16, 页码 3706-3723

出版社

ELSEVIER SCIENCE INC
DOI: 10.1016/j.apm.2014.02.012

关键词

Uncertain optimization; Suspensions; Chebyshev metamodel; Interval arithmetic

资金

  1. National Natural-Science-Foundation of China (NSFC) [11172108, 51175197, 51105229]
  2. Chancellor's Research Fellowship
  3. University of Technology, Sydney, Australia [2032063]

向作者/读者索取更多资源

This paper proposes a new design optimization framework for suspension systems considering the kinematic characteristics, such as the camber angle, caster angle, kingpin inclination angle, and toe angle in the presence of uncertainties. The coordinates of rear inner hardpoints of upper control arm and lower control arm of double wishbone suspension are considered as the design variables, as well as the uncertain parameters. In this way, the actual values of the design variables will vary surrounding their nominal values. The variations result in uncertainties that are described as interval variables with lower and upper bounds. The kinematic model of the suspension is developed in software ADAMS. A high-order response surface model using the zeros of Chebyshev polynomials as sampling points is established, termed as Chebyshev metamodel, to approximate the kinematic model. The Chebyshev meta-model is expected to provide higher approximation accuracy. Interval uncertain optimization problems usually involve a nested computationally expensive double-loop optimization process, in which the inner loop optimization is to calculate the bounds of the interval design functions, while the outer loop is to search the optimum for the deterministic optimization problem. To reduce the computational cost, the interval arithmetic is introduced in the inner loop to improve computational efficiency without compromising numerical accuracy. The numerical results show the effectiveness of the proposed design method. (C) 2014 Elsevier Inc. All rights reserved.

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