© 1990 by Institute of Mathematics and its Applications
An Algorithm with a Point-Linearized Input-Output Mapping for Integrated System Optimization and Parameter Estimation


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.
On study leave from the Anhui Institute of Machinery & Electronics, Wuhu, Anhui Province, China
On study leave from the Institute of Systems Engineering, Xian Jiaotong University, Xian, China