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Document Outline

Materia³y pomocnicze do æwiczeñ
z „Nowoczesnych metod sterowania”
BIA£YSTOK, 2002
Algorytmy optymalizacji funkcji jednej zmiennej
- Warunek (punktowej) zbie¿noœci algorytmu w tej wersji wymaga ju¿ jednak zd¹¿ania, wraz ze wzrostem numeru iteracji k do (, szeregu ((k) do zera. Inaczej, docelowo, otrzymuje siê oscylacje wokó³ stacjonarnego punktu u*. Podkreœlmy, ¿e zjawisko tego typu, przy ograniczonej, dopuszczalnej amplitudzie oscylacji, nie musi byæ cech¹ ujemn¹. Dodatkowo, przy wystêpuj¹cej np. w wielu systemach technicznych zmiennoœci po³o¿enia punktu optymalnego uzyskuje siê nawet, przy racjonalnym wyborze sta³ej (, cenn¹ w³asnoœæ œledzenia potencjalnych zmian. Mówimy wówczas o tzw. sterowaniu na ekstremum.
Specyfika optymalizacji w obecnoœci zak³óceñ pomiarowych
- Wspó³czynnik wagi zwi¹zany jest ze stosunkiem dwu norm gradientów:

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