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Discontinuous perturbation analysis of discrete-event dynamic systems

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1 Author(s)
Shi, L. ; Dept. of Ind. Eng., Wisconsin Univ., Madison, WI, USA

The discontinuous perturbation analysis (DPA) method is presented to deal with discontinuous sample performance functions. This method is applicable to derivative estimation with respect to most threshold-type problems in discrete-event dynamic systems (DEDS). Through modeling of discontinuities by step function, we are able to provide a unified framework for constructing the derivative estimation of a DEDS. As a result, we offer an alternate approach to derive derivative estimation in DEDS's. Finally, some relationships with other PA techniques are discussed, and a numerical example is presented

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Automatic Control, IEEE Transactions on  (Volume:41 ,  Issue: 11 )