DocumentCode
274643
Title
Fast integrated system optimization and parameter estimation algorithms
Author
Brdys, M.A. ; Lok, K.
Author_Institution
Birmingham Univ., UK
fYear
1991
fDate
25-28 Mar 1991
Firstpage
632
Abstract
It is proposed to use a gradient approximation in efficient second order nonlinear programming algorithms like conjugate gradient and variable metric techniques to obtain the second order ISOPE algorithms. Three alternative approaches based on this idea are investigated and verified through numerical simulation. Suitable line search algorithms are designed in order to appreciate the quality of the gradient approximation at a given iteration. Sufficient general purpose conditions for the algorithms convergence are derived and discussed
Keywords
approximation theory; convergence of numerical methods; optimisation; parameter estimation; conjugate gradient; convergence; gradient approximation; integrated system optimization and parameter estimation algorithms; iteration; line search algorithms; second order ISOPE algorithms; second order nonlinear programming algorithms; variable metric techniques;
fLanguage
English
Publisher
iet
Conference_Titel
Control 1991. Control '91., International Conference on
Conference_Location
Edinburgh
Print_ISBN
0-85296-509-5
Type
conf
Filename
98523
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