Abstract:
To obtain successively improved control-variable functionsku(t), we propose to add a random perturbation δu(t) toku(t). A fast analog-computer run then solves the dynamic...Show MoreMetadata
Abstract:
To obtain successively improved control-variable functionsku(t), we propose to add a random perturbation δu(t) toku(t). A fast analog-computer run then solves the dynamical system equations and computes the given criterion function. If the latter has been improved, thenk+1u(t)=u(t)+δu(t) is stored digitally for the next iteration; otherwise 5u( t) is discarded and a new control pertubation is tried.
Published in: IEEE Transactions on Computers ( Volume: C-19, Issue: 2, February 1970)