共查询到19条相似文献,搜索用时 63 毫秒
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Gang YIN Le Yi WANG Yu SUN David CASBEER Raymond HOLSAPPLE Derek KINGSTON 《控制理论与应用(英文版)》2013,11(1):1-9
This paper introduces a post-iteration averaging algorithm to achieve asymptotic optimality in convergence rates of stochastic approximation algorithms for consensus control with structural constraints. The algorithm involves two stages. The first stage is a coarse approximation obtained using a sequence of large stepsizes. Then, the second stage provides a refinement by averaging the iterates from the first stage. We show that the new algorithm is asymptotically efficient and gives the optimal convergence rates in the sense of the best scaling factor and ’smallest’ possible asymptotic variance. 相似文献
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In this paper, the distributed and recursive blind channel identification algorithms are proposed for single-input multi-output (SIMO) systems of sensor networks (both time-invariant and time-varying networks). At any time, each agent updates its estimate using the local observation and the information derived from its neighboring agents. The algorithms are based on the truncated stochastic approximation and their convergence is proved. A simulation example is presented and the computation results are shown to be consistent with theoretical analysis. 相似文献
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This paper is concerned with the global stabilization via output-feedback for a class of high-order stochastic nonlinear systems with unmeasurable states dependent growth and uncertain control coefficients. Indeed, there have been abundant deterministic results which recently inspired the intense investigation for their stochastic analogous. However, because of the possibility of non-unique solutions to the systems, there lack basic concepts and theorems for the problem under investigation. First of all, two stochastic stability concepts are generalized to allow the stochastic systems with more than one solution, and a key theorem is given to provide the sufficient conditions for the stochastic stabilities in a weaker sense. Then, by introducing the suitable reduced order observer and appropriate control Lyapunov functions, and by using the method of adding a power integrator, a continuous (nonsmooth) output-feedback controller is successfully designed, which guarantees that the closed-loop system is globally asymptotically stable in probability. 相似文献
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The next generation wireless network will be composed by various heterogenous wireless access networks,such as cellular network,worldwide interoperability for microwave access(WiMAX),wireless local area network(WLAN),etc.Different access networks cooperatively provide high-bandwidth connectivity with bandwidth guarantees.This paper proposes a utility-based access point selection scheme,which selects an accessible point for each user,such that the bandwidth requirement of each user is satisfied,and also the defined utility function is maximized.Due to the NP-complete nature of the problem,the existing proposals apply the greedy method to find a solution.We find that belief propagation is an efficient tool to solve this problem,and thus,we derive the same optimization objective in a new way,and then draw a factor graph representation which describes our combinatorial optimization problem.Afterwards,we develop the belief propagation algorithm,and show that our algorithm converges.Finally,we conduct numerical experiments to evaluate the convergency and accuracy of the belief propagation in load balancing problem. 相似文献
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The problem of track control is studied for a class of strict-feedback stochastic nonlinear systems in which unknown virtual control gain function is the main feature. First, the so-called stochastic LaSalle theory is extended to some extent, and accordingly, the results of global ultimate boundedness for stochastic nonlinear systems are developed. Next, a new design scheme of fuzzy adaptive control is proposed. The advantage of it is that it does not require priori knowledge of virtual control gain function sign, which is usually demanded in many designs. At the same time, the track performance of closed-loop systems is improved by adaptive modifying the estimated error upper bound. By theoretical analysis, the signals of closed-loop systems are globally ultimately bounded in probability and the track error converges to a small residual set around the origin in 4th-power expectation. 相似文献
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The optimal control problem for nonlinear interconnected large-scale dynamic systems is considered. A successive approximation approach for designing the optimal controller is proposed with respect to quadratic performance indexes. By using the approach, the high order, coupling, nonlinear two-point boundary value (TPBV) problem is transformed into a sequence of linear decoupling TPBV problems. It is proven that the TPBV problem sequence uniformly converges to the optimal control for nonlinear interconnected large-scale systems. A suboptimal control law is obtained by using a finite iterative result of the optimal control sequence. 相似文献
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A novel distributed power control algorithm based on interference estimation is presented for wireless cellular system. A classical result of stochastic approximation is applied in this scheme. The power control algorithm is converted to seeking for the zero point problem of a certain function. In this distributed power algorithm, each user iteratively updates its power level by estimating the interference. It does not require any knowledge of the channel gains or state information of other users. Hence, the proposed algorithm is robust. It is proved that the algorithm converges to the optimal solution by stochastic approximation approach. 相似文献
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Graph coloring has a wide range of real world applications, such as in the operations research, communication network, computational biology and compiler optimization fields. In our recent work [1], we propose a divide-andconquer approach for graph coloring, called VColor. Such an approach has three generic subroutines. (i) Graph partition subroutine: VColor partitions a graph G into a vertex cut partition (VP), which comprises a vertex cut component (VCC) and small non-overlapping connected components (CCs). (ii) Component coloring subroutine: VColor colors the VCC and the CCs by efficient algorithms. (iii) Color combination subroutine: VColor combines the local colors by exploiting the maximum matchings of color combination bigraphs (CCBs). VColor has revealed some major bottlenecks of efficiency in these subroutines. Therefore, in this paper, we propose VColor*, an approach which addresses these efficiency bottlenecks without using more colors both theoretically and experimentally. The technical novelties of this paper are the following. (i) We propose the augmented VP to index the crossing edges of the VCC and the CCs and propose an optimized CCB construction algorithm. (ii) For sparse CCs, we propose using a greedy coloring algorithm that is of polynomial time complexity in the worst case, while preserving the approximation ratio. (iii) We propose a distributed graph coloring algorithm. Our extensive experimental evaluation on real-world graphs confirms the efficiency of VColor*. In particular, VColor* is 20X and 50X faster than VColor and uses the same number of colors with VColor on the Pokec and PA datasets, respectively. VColor* also significantly outperforms the state-ofthe- art graph coloring methods. 相似文献
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We develop a stochastic approximation version of the classical Kaczmarz algorithm that is incremental in nature and takes as input noisy real time data. Our analysis shows that with probability one it mimics the behavior of the original scheme: starting from the same initial point, our algorithm and the corresponding deterministic Kaczmarz algorithm converge to precisely the same point. The motivation for this work comes from network tomography where network parameters are to be estimated based upon end-to-end measurements. Numerical examples via Matlab based simulations demonstrate the efficacy of the algorithm. 相似文献
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Pierre Barbillon Gilles CeleuxAgnès Grimaud Yannick LefebvreÉtienne De Rocquigny 《Computational statistics & data analysis》2011,55(1):132-142
In the uncertainty treatment framework considered, the intrinsic variability of the inputs of a physical simulation model is modelled by a multivariate probability distribution. The objective is to identify this probability distribution-the dispersion of which is independent of the sample size since intrinsic variability is at stake-based on observation of some model outputs. Moreover, in order to limit the number of (usually burdensome) physical model runs inside the inversion algorithm to a reasonable level, a nonlinear approximation methodology making use of Kriging and a stochastic EM algorithm is presented. It is compared with iterated linear approximation on the basis of numerical experiments on simulated data sets coming from a simplified but realistic modelling of a dyke overflow. Situations where this nonlinear approach is to be preferred to linearisation are highlighted. 相似文献
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This paper considers the problem of constructing data aggregation trees in wireless sensor networks (WSNs) for a group of sensor nodes to send collected information to a single sink node. The data aggregation tree contains the sink node, all the source nodes, and some other non-source nodes. Our goal of constructing such a data aggregation tree is to minimize the number of non-source nodes to be included in the tree so as to save energies. We prove that the data aggregation tree problem is NP-hard and then propose an approximation algorithm with a performance ratio of four and a greedy algorithm. We also give a distributed version of the approximation algorithm. Extensive simulations are performed to study the performance of the proposed algorithms. The results show that the proposed algorithms can find a tree of a good approximation to the optimal tree and has a high degree of scalability. 相似文献
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The performance of modern control methods, such as model predictive control, depends significantly on the accuracy of the system model. In practice, however, stochastic uncertainties are commonly present, resulting from inaccuracies in the modeling or external disturbances, which can have a negative impact on the control performance. This article reviews the literature on methods for predicting probabilistic uncertainties for nonlinear systems. Since a precise prediction of probability density functions comes along with a high computational effort in the nonlinear case, the focus of this article is on approximating methods, which are of particular relevance in control engineering practice. The methods are classified with respect to their approximation type and with respect to the assumptions about the input and output distribution. Furthermore, the application of these prediction methods to stochastic model predictive control is discussed including a literature review for nonlinear systems. Finally, the most important probabilistic prediction methods are evaluated numerically. For this purpose, the estimation accuracies of the methods are investigated first and the performance of a stochastic model predictive controller with different prediction methods is examined subsequently using multiple nonlinear systems, including the dynamics of an autonomous vehicle. 相似文献
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Sumeetpal S. Singh Author Vitae Nikolaos Kantas Author Vitae Robin J. Evans Author Vitae 《Automatica》2007,43(5):817-830
The sensor scheduling problem can be formulated as a controlled hidden Markov model and this paper solves the problem when the state, observation and action spaces are continuous. This general case is important as it is the natural framework for many applications. The aim is to minimise the variance of the estimation error of the hidden state w.r.t. the action sequence. We present a novel simulation-based method that uses a stochastic gradient algorithm to find optimal actions. 相似文献
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Bo Fan Jiangkai Peng Jiajun Duan Qinmin Yang Wenxin Liu 《IEEE/CAA Journal of Automatica Sinica》2019,6(3):676-684
A microgrid is hard to control due to its reduced inertia and increased uncertainties. To overcome the challenges of microgrid control, advanced controllers need to be developed. In this paper, a distributed, two-level, communication-economic control scheme is presented for multiple-bus microgrids with each bus having multiple distributed generators (DGs) connected in parallel. The control objective of the upper level is to calculate the voltage references for one-bus subsystems. The objectives of the lower control level are to make the subsystems' bus voltages track the voltage references and to enhance load current sharing accuracy among the local DGs. Firstly, a distributed consensus-based power sharing algorithm is introduced to determine the power generations of the subsystems. Secondly, a discrete-time droop equation is used to adjust subsystem frequencies for voltage reference calculations. Finally, a Lyapunov-based decentralized control algorithm is designed for bus voltage regulation and proportional load current sharing. Extensive simulation studies with microgrid models of different levels of detail are performed to demonstrate the merits of the proposed control scheme. 相似文献
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The bandit problem consists of two factors, one being exploration or the collection of information on the environment and
the other being the exploitation or taking benefit by choosing the optimal action in the uncertain environment. It is desirable
to choose only the optimal action for the exploitation, while the exploration or collection of information requires taking
a variety of (nonoptimal) actions as trials. Hence, in order to obtain the maximal cumulative gain, we need to compromise
between the exploration and exploitation processes. We treat a situation where our actions change the structure of the environment,
of which a simple example is formulated as the lob—pass problem by Abe and Takeuchi. Usually, the environment is specified
by a finite number of unknown parameters in the bandit problem, so that the information collection part is to estimate their
true values. This paper treats a more realistic situation of nonparametric estimation of the environment structure which includes
an infinite number (a functional degree) of unknown parameters. A strategy is given under such a circumstance, proving that
the cumulative regret can be made of the order O(log t) , O((log t)
2
) , or O(t
1-σ
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(0< σ <1) depending on the dynamics of the environment, where t is the number of trials, in contrast with the optimal order O(log t) in the parametric case.
Received December 14, 1996; revised June 14, 1997, and July 24, 1997. 相似文献