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Wyświetlanie 1-4 z 4
Tytuł:
A Homotopy Approach to Rational Covariance Extension With Degree Constraint
Autorzy:
Enqvist, P.
Powiązania:
https://bibliotekanauki.pl/articles/908061.pdf
Data publikacji:
2001
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
optymalizacja
teoria systemów
stochastic realization theory
rational covariance extension problem
ARMA model design
continuation method
optimization
Opis:
The solutions to the Rational Covariance Extension Problem (RCEP) are parameterized by the spectral zeros. The rational filter with a specified numerator solving the RCEP can be determined from a known convex optimization problem. However, this optimization problem may become ill-conditioned for some parameter values. A modification of the optimization problem to avoid the ill-conditioning is proposed and the modified problem is solved efficiently by a continuation method.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2001, 11, 5; 1173-1201
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Optimization of operative decisions ; computer analysis
Autorzy:
Malinowski, K.
Powiązania:
https://bibliotekanauki.pl/articles/205746.pdf
Data publikacji:
2000
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
analiza komputerowa
optymalizacja
symulacja komputerowa
teoria decyzji
teoria gier
teoria systemów
computer analysis
computer simulation
forecast
management
operative control
operative decisions
optimization
Opis:
When entering the age of ubiquitous computing we observe a rapidly increasing number of applications in which - in real time - operative (control or management) decisions are made based on optimization. To implement repetitive optimization of these decisions we need to use process models, models or directly available forecasts of free, uncontrolled, inputs, methods for state and parameter estimation, model adaptation techniques, and, finally, suitable optimization techniques. Analysis and validation of such optimization based systems require - prior to actual real-life implementation - the carefully planned and performed computer experiments. Theoretical methods are always welcome to assist in this analysis - if possible - but it is mainly the computer based simulation experiment which allows us to investigate, verify and tune a complicated decision mechanism and then control system as a whole before this system is authorized to be put to real-life test. Success in design of a system with on-line computed optimization-based operative decisions is therefore dependent upon many factors, in particular - on having good models, efficient and reliable optimization techniques, good software tools for computer based simulation and on proper, real-life-like conditions under which the computer experiments are performed. These key issues concerning development of such control systems are discussed in this paper.
Źródło:
Control and Cybernetics; 2000, 29, 1; 257-274
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Dynamic control of a class of discrete event systems using a state reconstruction algorithm
Autorzy:
Martinelli, F.
Nicosia, S.
Valigi, P.
Powiązania:
https://bibliotekanauki.pl/articles/205600.pdf
Data publikacji:
2000
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
discrete events systems
optymalizacja
sterowanie
teoria systemów
Kanbaal systems
optimization
ordinal optimization
production control
resource allocations
sample path analysis
Opis:
The problem of dynamic control of Discrete Event Dynamic Systems (DEDS) is addressed in this paper as a dynamic optimization problem : some resources must be allocated to the system in order to optimize a performance function which is assumed time-varying. The control scheme exploits a state reconstruction algorithm to compute an estimate of the performance for perturbed sample paths. The algorithm is based on the use of data extracted from the observation of the system and allows to accurately reconstruct its state behavior, for resource allocations different from the nominal one. The proposed control scheme is then used for dynamic allocation of buffer capacities in mamlfaeturing systems, such as Kanban systems. A parallel implementation of the whole algorithm is also mentioned.
Źródło:
Control and Cybernetics; 2000, 29, 1; 275-294
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Optimization of survival strategy by application of safety dependent utility model
Autorzy:
Kulikowski, R.
Powiązania:
https://bibliotekanauki.pl/articles/205749.pdf
Data publikacji:
2000
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
optymalizacja
prawdopodobieństwo
ryzyko
teoria decyzji
teoria systemów
wzór użytkowy
death-averting
decision support
expcted return
life saving
optimization
optimum life-saving strategy
probability of death and survival
risk
safety
utility models
Opis:
This paper deals with life-saving decisions. The decision maker can buy a number of death-averting devices or services which increase his safety S at the expense of the discounted future consumption R. The safety and consumption depend parametrically on the death probability p and the probability reducing strategy x, i.e. S(p/x); R(p/x). The two-factors utility function U(S, R) is used to find the optimum strategy x = [...]. which maximizes U(x). One can show that the unique strategy [...] exists and can be effectively derived. Many applications of proposed methodology are indicated.
Źródło:
Control and Cybernetics; 2000, 29, 1; 167-178
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-4 z 4

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