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Successive approximation method in optimum distributed-parameter systems

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The problem of controlling a linear distributed-parameter system with a nonquadratic error measure is discussed. The calculus of variations approach is used to derive an algorithm based on the first variation for theN-dimensional linear diffusion process. The procedure for determining whether the resulting solution is optimum is discussed. Extension of the algorithm for other linear distributed-parameter systems is indicated.

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    Bryson, A. E., andDenham, W.,A Steepest-Descent Method for Solving Optimum Programming Problems, Journal of Applied Mechanics, Vol. 29, No. 2, 1962.

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    Kim, M.,Optimality Conditions for Distributed Parameter Systems (to appear).

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This research was supported in part by the National Science Foundation, Grant No. GK-304.

Communicated by Y. C. Ho

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Kim, M. Successive approximation method in optimum distributed-parameter systems. J Optim Theory Appl 4, 40–43 (1969). https://doi.org/10.1007/BF00928715

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  • Error Measure
  • Approximation Method
  • Diffusion Process
  • Variation Approach
  • Successive Approximation