Name
Title | ||
|---|---|---|
Convergence analysis and experiments using an RPEM based on nonlinear ODEs and midpoint integration |
Abstract | ||
|---|---|---|
A convergence analysis is performed for a recursive prediction error algorithm based on nonlinear ODEs and the midpoint integration algorithm. Several conditions are formulated such that the stability of an associated differential equation can be tied to the local and global convergence properties of the algorithm. This is used to show that the algorithm converges to a minimum point of the criterion function, which may or may not be unique. A consequence is that convergence to the true parameters is possible. As compared to previous work, complete system assumptions are integrated in the analysis, thereby generalising previous results. The theoretical analysis of this paper is complemented with numerical examples and with live data experiments. |
Year | DOI | Venue |
|---|---|---|
2012 | 10.1109/CDC.2012.6426545 | Decision and Control |
Keywords | Field | DocType |
convergence,integration,nonlinear differential equations,numerical stability,prediction theory,RPEM,convergence analysis,differential equation,global convergence properties,live data experiments,local convergence properties,midpoint integration algorithm,nonlinear ODE,recursive prediction error algorithm | Convergence (routing),Differential equation,Order of accuracy,Mathematical optimization,Nonlinear system,Midpoint,Compact convergence,Numerical stability,Ode,Mathematics | Conference |
ISSN | ISBN | Citations |
0743-1546 E-ISBN : 978-1-4673-2064-1 | 978-1-4673-2064-1 | 1 |
PageRank | References | Authors |
0.36 | 5 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Soma Tayamon | 1 | 1 | 0.36 |
| Torbjorn Wigren | 2 | 17 | 5.00 |
| Johan Schoukens | 3 | 376 | 58.12 |