This paper proposes an iterative learning control (ILC) algorithm with the purpose of controling the output of a linear stochastic system presented in state space form to track a desired realizable trajectory. It is p...This paper proposes an iterative learning control (ILC) algorithm with the purpose of controling the output of a linear stochastic system presented in state space form to track a desired realizable trajectory. It is proved that the algorithm converges to the optimal one a.s. under the condition that the product input-output coupling matrices are full-column rank in addition to some assumptions on noises. No other knowledge about system matrices and covariance matrices is required.展开更多
This paper studies the identification of linear systems with quantized output observations.Recursive estimates for the linear system and the quantization thresholds are derived by the stochastic approximation algorith...This paper studies the identification of linear systems with quantized output observations.Recursive estimates for the linear system and the quantization thresholds are derived by the stochastic approximation algorithms with expanding truncations(SAAWET).Under suitable conditions,it is shown that the estimates converge to the true values almost surely.展开更多
Identification of the Wiener system with the nonlinear block being a piecewiselinear function is considered in the paper, generalizing the results given by H. E. Chen to the case of noisy observation. Recursive algori...Identification of the Wiener system with the nonlinear block being a piecewiselinear function is considered in the paper, generalizing the results given by H. E. Chen to the case of noisy observation. Recursive algorithms are given for estimating all unknown parameters contained in the system, and their strong consistency is proved. The estimation method is similar to that used by H. E. Chen for Hammerstein systems with the same nonlinearity. However, the assumption imposed by H. E. Chen on the availability of an upper bound for the nonsmooth points of the piecewise-linear function has been removed in this paper with the help of designing an additional algorithm for estimating the upper bound.展开更多
基于强化学习的方法,提出一种无线多媒体通信网适应带宽配置在线优化算法,在满足多类业务不同QoS(quality of service)要求的同时,提高网络资源的利用率.建立事件驱动的随机切换分析模型,将无线多媒体通信网中的适应带宽配置问题转化为...基于强化学习的方法,提出一种无线多媒体通信网适应带宽配置在线优化算法,在满足多类业务不同QoS(quality of service)要求的同时,提高网络资源的利用率.建立事件驱动的随机切换分析模型,将无线多媒体通信网中的适应带宽配置问题转化为带约束的连续时间Markov决策问题.利用此模型的动态结构特性,结合在线学习估计梯度与随机逼近改进策略,提出适应带宽配置在线优化算法.该算法不依赖于系统参数,如呼叫到达率、呼叫持续时间等,自适应性强,计算量小,能够收敛到全局最优,适用于复杂应用环境中无线多媒体通信网适应带宽配置的在线优化.仿真实验结果验证了算法的有效性.展开更多
基金This work was supported by the National Natural Science Foundation of China by the Ministry of Science and Technology of China.
文摘This paper proposes an iterative learning control (ILC) algorithm with the purpose of controling the output of a linear stochastic system presented in state space form to track a desired realizable trajectory. It is proved that the algorithm converges to the optimal one a.s. under the condition that the product input-output coupling matrices are full-column rank in addition to some assumptions on noises. No other knowledge about system matrices and covariance matrices is required.
基金supported by the National Natural Science Foundation of China under Grant No.11571186
文摘This paper studies the identification of linear systems with quantized output observations.Recursive estimates for the linear system and the quantization thresholds are derived by the stochastic approximation algorithms with expanding truncations(SAAWET).Under suitable conditions,it is shown that the estimates converge to the true values almost surely.
基金Supported by the National Natural Science Foundation of China (Grant Nos. 60221301. 60334040. And 60474004)
文摘Identification of the Wiener system with the nonlinear block being a piecewiselinear function is considered in the paper, generalizing the results given by H. E. Chen to the case of noisy observation. Recursive algorithms are given for estimating all unknown parameters contained in the system, and their strong consistency is proved. The estimation method is similar to that used by H. E. Chen for Hammerstein systems with the same nonlinearity. However, the assumption imposed by H. E. Chen on the availability of an upper bound for the nonsmooth points of the piecewise-linear function has been removed in this paper with the help of designing an additional algorithm for estimating the upper bound.
文摘基于强化学习的方法,提出一种无线多媒体通信网适应带宽配置在线优化算法,在满足多类业务不同QoS(quality of service)要求的同时,提高网络资源的利用率.建立事件驱动的随机切换分析模型,将无线多媒体通信网中的适应带宽配置问题转化为带约束的连续时间Markov决策问题.利用此模型的动态结构特性,结合在线学习估计梯度与随机逼近改进策略,提出适应带宽配置在线优化算法.该算法不依赖于系统参数,如呼叫到达率、呼叫持续时间等,自适应性强,计算量小,能够收敛到全局最优,适用于复杂应用环境中无线多媒体通信网适应带宽配置的在线优化.仿真实验结果验证了算法的有效性.
