An adaptive optimization scheme with satisfactory transient performance

DOI10.1016/J.AUTOMATICA.2008.09.014zbMATH Open1166.93386OpenAlexW2071713560MaRDI QIDQ2390563FDOQ2390563

Elias B. Kosmatopoulos

Publication date: 23 July 2009

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2008.09.014

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zbMATH Keywords

stochastic approximationsimultaneous perturbation stochastic approximation (SPSA)adaptive optimizationKiefer-Wolfowitz procedureadaptive fine-tuning

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Stochastic learning and adaptive control (93E35)

Cites Work

• Stochastic approximation methods for constrained and unconstrained systems
• Gradient Convergence in Gradient methods with Errors
• Adaptive stochastic approximation by the simultaneous perturbation method
• Title not available (Why is that?)
• Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
• Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences
• The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning
• Inverse Optimality in Robust Stabilization
• Weighted Means in Stochastic Approximation of Minima

Cited In (7)

• Adaptive pulse width modulation design for power converters based on affine switched systems
• Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms
• An adaptive deadzone technique with a burst alleviation example
• Some results on the improvement of adaptation transients
• Application of iterative suboptimal strategies for improving adaptation transients in adaptive systems
• Optimal transient performance under output set-point reset
• Eligibility traces and forgetting factor in recursive least-squares-based temporal difference

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