Abstract
SummaryThe classical approach to steepest‐descent optimization is viewed from a different perspective, namely, control‐systems in the frequency‐domain. Using classical control methods, it becomes possible to view the optimization problem as a control‐system and then to implement a controller to improve the algorithm so as to achieve a lower error. An adaptive stepsize proportional plus integral algorithm is derived to cope with time‐varying problems. For such problems the gain is time varying and the closed‐loop system must be adaptive by varying the loop gain to maintain stability.
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