Title :
Stability and performance tradeoff with discrete time triangular search minimum seeking
Author_Institution :
Numerical Technologies Inc., San Jose, CA, USA
Abstract :
In this paper, we consider a framework and a discrete time algorithm based on triangular search for a general class of minimum seeking problems. Stability of the algorithm is analyzed that provides a sufficient condition for stability and convergence of the algorithm assuming a deterministic system, and illustrates the trade-offs between stability and performance with various design parameters
Keywords :
convergence; discrete time systems; minimisation; optimal control; search problems; stability; convergence; discrete time triangular search minimum seeking; stability/performance tradeoff; Algorithm design and analysis; Control systems; Drives; Filtering algorithms; Information filtering; Information filters; Low pass filters; Performance analysis; Smoothing methods; Stability analysis;
Conference_Titel :
American Control Conference, 2000. Proceedings of the 2000
Conference_Location :
Chicago, IL
Print_ISBN :
0-7803-5519-9
DOI :
10.1109/ACC.2000.878935
