DocumentCode :
2984890
Title :
Lyapunov methods in nonsmooth optimization. Part II: Persistently exciting finite differences
Author :
Teel, Andrew R.
Author_Institution :
Dept. of Electr. & Comput. Eng., California Univ., Santa Barbara, CA, USA
Volume :
1
fYear :
2000
fDate :
2000
Firstpage :
118
Abstract :
For Part I see ibid. (2000). A recent converse Lyapunov theorem for differential inclusions is used to generate a class of finite difference algorithms for nonsmooth optimization. The algorithms rely on a proof of asymptotic stability for differential inclusions that contain persistently exciting signals and the ability to approximate these differential inclusions with finite differences. The notion of persistency of excitation that is used here generalizes that which is typically used in the identification and adaptive control literature
Keywords :
Lyapunov methods; adaptive control; asymptotic stability; identification; nonlinear programming; Lyapunov methods; adaptive control; asymptotic stability; finite differences; identification; nonlinear programming; nonsmooth optimization; Adaptive control; Algorithm design and analysis; Asymptotic stability; Convergence; Finite difference methods; Functional programming; Lyapunov method; Minimization methods; Optimization methods; Stochastic processes;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
ISSN :
0191-2216
Print_ISBN :
0-7803-6638-7
Type :
conf
DOI :
10.1109/CDC.2000.912743
Filename :
912743
Link To Document :
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