| NOISY OBSERVATION BASED STABILIZATION AND OPTIMIZATION FOR UNKNOWN SYSTEMS |
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| 作者姓名： | CHENHanfu |
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| 作者单位： | LaboratoryofSystemsandControlInstituteofSystemsScience,AcademyofMathematicsandSystems,ScienceChineseAcademyofSciences,China |
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| 基金项目： | This research is supported by the National Natural Science Foundation of China and the Ministry of Science and Technology of China. |
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| 摘 要： | The paper addresses optimization of a performance function which either is optimized via stabilizing and controlling the underlying unknown system or is directly optimized on the basis of its noise-corrupted observations. For the first case the unknown system is identified and then the indirect adaptive control approach is applied to optimize the performance function. For the second case the stochastic approximation method is used to optimize the objective function, and it appears that a number of problems arising from applications may be reduced to the one solvable by this approach. The paper demonstrates some basic results in the area, but with no intention to give a complete survey.
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| 关 键 词： | 未知系统 噪声观测 自适应控制 随机逼近 信号处理 稳定性 最优化 |
NOISY OBSERVATION BASED STABILIZATION AND OPTIMIZATION FOR UNKNOWN SYSTEMS |
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| CHENHanfu.NOISY OBSERVATION BASED STABILIZATION AND OPTIMIZATION FOR UNKNOWN SYSTEMS[J].Journal of Systems Science and Complexity,2003,16(3):315-326. |
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| Authors: | CHEN Hanfu |
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| Abstract: | The paper addresses optimization of a performance function which either is optimized via stabilizing and controlling the underlying unknown system or is directly optimized on the basis of its noise-corrupted observations. For the first case the unknown system is identified and then the indirect adaptive control approach is applied to optimize the performance function. For the second case the stochastic approximation method is used to optimize the objective function, and it appears that a number of problems arising from applications may be reduced to the one solvable by this approach. The paper demonstrates some basic results in the area, but with no intention to give a complete survey. |
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| Keywords: | Identification adaptive control stochastic approximation signal processing |
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