Probabilistic Bounds in Tracking a Discrete-Time Varying Process
暂无分享,去创建一个
[1] Fred Brauer,et al. Perturbations of nonlinear systems of differential equations, IV , 1966 .
[2] R. Bellman. Stability theory of differential equations , 1953 .
[3] G. Teschl. Ordinary Differential Equations and Dynamical Systems , 2012 .
[4] Omar Besbes,et al. Non-Stationary Stochastic Optimization , 2013, Oper. Res..
[5] Mohammad A. S. Masoum,et al. Real-Time Coordination of Plug-In Electric Vehicle Charging in Smart Grids to Minimize Power Losses and Improve Voltage Profile , 2011, IEEE Transactions on Smart Grid.
[6] J. Lambert. Numerical Methods for Ordinary Differential Equations , 1991 .
[7] Lei Guo,et al. Stability of Recursive Stochastic Tracking Algorithms , 1994 .
[8] T. Sideris. Ordinary Differential Equations and Dynamical Systems , 2013 .
[9] H. Kushner,et al. Asymptotic Properties of Stochastic Approximations with Constant Coefficients. , 1981 .
[10] James C. Spall,et al. Introduction to Stochastic Search and Optimization. Estimation, Simulation, and Control (Spall, J.C. , 2007 .
[11] N. Levinson,et al. Perturbations of Nonlinear Systems of Differential Equations , 2003 .
[12] H. Kushner,et al. Stochastic Approximation and Recursive Algorithms and Applications , 2003 .
[13] J. Sacks. Asymptotic Distribution of Stochastic Approximation Procedures , 1958 .
[14] A. Dvoretzky. On Stochastic Approximation , 1956 .
[15] Lennart Ljung,et al. Performance analysis of general tracking algorithms , 1994, Proceedings of 1994 33rd IEEE Conference on Decision and Control.
[16] Ming Ye,et al. Rate of convergence analysis of simultaneous perturbation stochastic approximation algorithm for time-varying loss function , 2014, 2014 American Control Conference.
[17] Natalia O. Amelina,et al. Simultaneous Perturbation Stochastic Approximation for Tracking Under Unknown but Bounded Disturbances , 2015, IEEE Transactions on Automatic Control.
[18] Joel A. Tropp,et al. An Introduction to Matrix Concentration Inequalities , 2015, Found. Trends Mach. Learn..
[19] Jingyi Zhu,et al. Tracking capability of stochastic gradient algorithm with constant gain , 2016, 2016 IEEE 55th Conference on Decision and Control (CDC).
[20] H. Robbins,et al. A Convergence Theorem for Non Negative Almost Supermartingales and Some Applications , 1985 .
[21] George J. Pappas,et al. Stochastic Source Seeking by Mobile Robots , 2012, IEEE Transactions on Automatic Control.
[22] Yisheng Zhong,et al. Time-Varying Formation Control for Unmanned Aerial Vehicles: Theories and Applications , 2015, IEEE Transactions on Control Systems Technology.
[23] I-Jeng Wang,et al. Stochastic optimisation with inequality constraints using simultaneous perturbations and penalty functions , 2008, Int. J. Control.
[24] James C. Spall,et al. Introduction to stochastic search and optimization - estimation, simulation, and control , 2003, Wiley-Interscience series in discrete mathematics and optimization.
[25] J. Blum. Approximation Methods which Converge with Probability one , 1954 .
[26] J. Spall,et al. Model-free control of nonlinear stochastic systems with discrete-time measurements , 1998, IEEE Trans. Autom. Control..