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Perturbation‐magnitude control for difference‐quotient estimation of derivatives

 

作者: Henry J. Kelley,   Leon Lefton,   Ivan L. Johnson,  

 

期刊: Optimal Control Applications and Methods  （WILEY Available online 1980）
卷期: Volume 1, issue 1  

页码: 89-92

 

ISSN:0143-2087

 

年代: 1980

 

DOI:10.1002/oca.4660010109

 

出版商: Wiley Subscription Services, Inc., A Wiley Company

 

关键词: Finite‐difference derivative estimates;Gradient methods;Discrete optimal control

 

数据来源: WILEY

 

摘要:

AbstractA process for adjusting perturbation magnitude for accurate difference‐quotient estimation of derivatives is described in the following. The process is intended to be carried out sequentially, alternating with iterations of a parameter‐optimization algorithm. A more complex and computationally‐expensive scheme for occasional auxiliary use is also desc

 

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