Numerically Efficient LD-computations for the Auxiliary Performance Index Based Control Optimization under Uncertainties

Autor: I. V. Semushin, Julia V. Tsyganova, A. V. Tsyganov
Rok vydání: 2018
Předmět:
Zdroj: IFAC-PapersOnLine. 51:568-573
ISSN: 2405-8963
DOI: 10.1016/j.ifacol.2018.11.483
Popis: This paper addresses the problem of numerically efficient computations for the auxiliary performance index (API) based linear time-variant stochastic models optimization. The main result of the paper is the new algorithm for numerically efficient (i.e., robust against round-off errors) array LD-computations for the API and its gradient.
Databáze: OpenAIRE