Simultaneous Perturbation Stochastic Approximation for Tracking Under Unknown but Bounded Disturbances

DOI10.1109/TAC.2014.2359711MaRDI QIDQ2982714zbMATH OpenFDO

Authors Oleg N. Granichin, Natalia Amelina

Publication date 16 May 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2014.2359711

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Randomized algorithms (68W20)

Cited in

(10)

• Cyclic stochastic approximation with disturbance on input in the parameter tracking problem based on a multiagent algorithm
• New differentiated consensus problem with topology cost constraints
• Estimating the position of a moving object based on test disturbance of camera position
• Optimal tracking of stochastic signals with unknown spectral density in discrete-time control systems
• A historical essay on the scientific school of V. A. Yakubovich
• Nonsmooth optimization by Lie bracket approximations into random directions
• Polyak's method based on the stochastic Lyapunov function for justifying the consistency of estimates produced by a stochastic approximation search algorithm under an unknown-but-bounded noise
• Adapting wing elements (``feathers) of an airplane in a turbulent flow with a multiagent protocol
• A novel set-membership control strategy for discrete-time linear time-varying systems
• Stochastic approximation search algorithms with randomization at the input

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