Title :
A Pseudo-Output Error Algorithm To Improve Global Convergence
Author :
Tohme, Elie ; Ouvrard, Regis ; Trigeassou, Jean-Claude ; Abche, Antoine
Author_Institution :
Lab. d´´Automatique et d´´Informatique Industrielle, Ecole Superieure d´´Ingenieurs de Poitiers
Abstract :
In this work, a new off-line optimization approach is proposed to improve the global convergence. This algorithm, called pseudo-output error algorithm, is based on the introduction of a stationary filter in the sensitivity functions of the Newton algorithm. The convergence of the proposed algorithm is studied and analyzed. A comparison with Newton algorithm is performed to evaluate its performance. The results of the simulations show that the pseudo-output error algorithm converges to true parameters describing the system to be identified. Whereas, the Newton algorithm might converge to a secondary minimum for the same input-output data and initialized parameters
Keywords :
Newton method; convergence of numerical methods; filtering theory; sensitivity analysis; Newton algorithm; global convergence improvement; off-line optimization approach; performance evaluation; pseudooutput error algorithm; sensitivity functions; stationary filter; Algorithm design and analysis; Convergence; Equations; Filters; Genetic algorithms; Instruments; Parameter estimation; Performance evaluation;
Conference_Titel :
IEEE Industrial Electronics, IECON 2006 - 32nd Annual Conference on
Conference_Location :
Paris
Print_ISBN :
1-4244-0390-1
DOI :
10.1109/IECON.2006.347944