RT Journal Article
ID 1bd27a4162f07f6a
A1 Kuntsevich, Vsevolod M.
T1 Solution of Optimization Control Problem under Uncertainty Conditions
JF Journal of Automation and Information Sciences
JO JAI(S)
YR 2002
FD 2002-06-01
VO 34
IS 6
OP 14
AB The gradient method of solution of quadric programming problem under parametric uncertainty and with measurement of the minimized function with bounded noise is considered. It is shown, that convergence of gradient minimization procedure, i.e., existence of a bounded minimal invariant set, takes place only when uncertainty in a priori parameter estimation is within some bounds. For preservation of convergence of iterative procedure when parametric uncertainty increases, use of "direct" adaptive control is suggested.
PB Begell House
LK http://dl.begellhouse.com/journals/2b6239406278e43e,0b1fde5d46bb7b02,1bd27a4162f07f6a.html