一种新的时变最小值跟踪技术及其应用

Y. Zhao, M. Swamy
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引用次数: 10

摘要

提出了一种跟踪时变函数最小值的方法。它保证了跟踪过程呈指数收敛。它还使跟踪从一个时刻的最小值移动到下一个时刻的最小值,没有任何误差。算例表明,该方法对跟踪时变最小值是有效的。将该技术应用于在线连续系统辨识、在线神经网络学习等方面,取得了较好的效果。
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A novel technique for tracking time-varying minimum and its applications
A technique for tracking the time-varying minimum of a time-dependent function is proposed. It ensures the tracking process converge exponentially. It also enables the tracking to move from the minimum at one instant of time to the minimum at the next instant of time, without any error. Examples are given to show that this technique is effective for tracking the time-varying minimum. Application of this technique to on-line continuous system identification, on-line neural network learning, etc. gives rise to improved results.
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