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IMA Journal of Mathematical Control and Information 1990 7(2):169-189; doi:10.1093/imamci/7.2.169
© 1990 by Institute of Mathematics and its Applications
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An Algorithm with a Point-Linearized Input-Output Mapping for Integrated System Optimization and Parameter Estimation

G. H. HU {dagger}, Z. Y. LIU {ddagger}, J. LIN, J. E. ELLIS and P. D. ROBERTS

Control Engineering Centre, City University London, UK

An improved algorithm for centralized integrated system optimization and parameter estimation based on a point-linearized I-O mapping and Newton step in updating is described. Two convergence theorems under different assumptions are investigated. Optimality of the method and the relationship between the algorithmic fixed-point set and the optimum solution set of the system are presented. Simulation reveals that, because of the adoption of point-linearized I-O mapping and a Newton step in updating, the proposed technique enjoys two benefits of easier computation and a higher convergence rate.

{dagger}On study leave from the Anhui Institute of Machinery & Electronics, Wuhu, Anhui Province, China

{ddagger}On study leave from the Institute of Systems Engineering, Xi’an Jiaotong University, Xi’an, China



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