Search Results - "Stochastic approximation

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  1. 1
    On strong causal binomial approximation for stochastic processes

    On strong causal binomial approximation for stochastic processes by Dokuchaev, Nikolai

    Published 2014
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  2. 2
    Performance of stochastic Runge-Kutta Methods in approximating the solution of stochastic model in biological system

    Performance of stochastic Runge-Kutta Methods in approximating the solution of stochastic model in biological system by Noor Amalina Nisa, Ariffin, Norhayati, Rosli, Mazma Syahidatul Ayuni, Mazlan, Adam, Samsudin

    Published 2017
    “…This paper will examine the performance of 4-stage stochastic Runge-Kutta (SRK4) and specific stochastic Runge-Kutta (SRKS) methods with order 1.5 in approximating the solution of stochastic model in biological system. …”
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  3. 3
    Discrete-time nonlinear stochastic optimal control problem based on stochastic approximation approach

    Discrete-time nonlinear stochastic optimal control problem based on stochastic approximation approach by Kek, Sie Long, Sim, Sy Yi, Leong, Wah June, Teo, Kok Lay

    Published 2018
    “…Then, this output error is minimized by applying the stochastic approximation approach. During the computation procedure, the stochastic gradient is established, so as the optimal solution of the model used can be updated iteratively. …”
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  4. 4
    Radial effect in stochastic diagonal approximate greatest descent

    Radial effect in stochastic diagonal approximate greatest descent by Tan, H., Lim, Hann, Harno, H.

    Published 2017
    “…© 2017 IEEE. Stochastic Diagonal Approximate Greatest Descent (SDAGD) is proposed to manage the optimization in two stages, (a) apply a radial boundary to estimate step length when the weights are far from solution, (b) apply Newton method when the weights are within the solution level set. …”
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  5. 5
    Stochastic diagonal approximate greatest descent in neural networks

    Stochastic diagonal approximate greatest descent in neural networks by Tan, H., Lim, Hann, Harno, H.

    Published 2017
    “…Existing optimization techniques suffer from suboptimal local minima and slow convergence rate. In this paper, stochastic diagonal Approximate Greatest Descent (SDAGD) algorithm is proposed to optimize neural network weights using multi-stage backpropagation manner. …”
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  6. 6
    Stochastic diagonal approximate greatest descent in convolutional neural networks

    Stochastic diagonal approximate greatest descent in convolutional neural networks by Tan, H., Lim, Hann, Harno, H.

    Published 2017
    “…One of the crucial components in CNN is the learning mechanism of weight parameters through backpropagation. In this paper, stochastic diagonal Approximate Greatest Descent (SDAGD) is proposed to train weight parameters in CNN. …”
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  7. 7
    Identification of hammerstain model using stochastic perturbation simultaneous approximation

    Identification of hammerstain model using stochastic perturbation simultaneous approximation by Nurriyah, Mohd Noor

    Published 2016
    “…This project study an identification of continuous Hammerstein based on simultaneous Perturbation Stochastic Approximation (SPSA). Furthermore, the Identification is done using MATLAB Simulink to simulate the Hammerstein Model. …”
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  8. 8
    An approximation of a multivariative stochastic model for the analysis of longitudinal data

    An approximation of a multivariative stochastic model for the analysis of longitudinal data by Abu Bakar, Mohd Rizam, Ali Salah, Khalid

    Published 2008
    “…We propose to approximate a model for multivariate repeated measures that incorporated random effects, correlated stochastic process and measurements error. …”
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  9. 9
    The performance of stochastic Taylor methods and derivative-free method to approximate the solutions of stochastic delay differential equations

    The performance of stochastic Taylor methods and derivative-free method to approximate the solutions of stochastic delay differential equations by Norhayati, Rosli, Noor Julailah, Abd Mutalib, Noor Amalina Nisa, Ariffin, Mazma Syahidatul Ayuni, Mazlan

    Published 2019
    “…This paper is devoted to investigate the performance of stochastic Taylor methods and derivative-free method to approximate the solutions of stochastic delay differential equations (SDDEs) in population dynamics. …”
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  10. 10
    Stochastic Differential Equations Driven by Levy Processes: Numerical Weak Approximation

    Stochastic Differential Equations Driven by Levy Processes: Numerical Weak Approximation by Zhang, Changyong

    Published 2011
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  11. 11
    Identification of Continuous-Time Hammerstein Systems by Simultaneous Perturbation Stochastic Approximation

    Identification of Continuous-Time Hammerstein Systems by Simultaneous Perturbation Stochastic Approximation by Mohd Ashraf, Ahmad, Azuma, Shun-ichi, Sugie, Toshiharu

    Published 2016
    “…This paper proposes an identification method for Hammerstein systems using simultaneous perturbation stochastic approximation (SPSA). Here, the structure of nonlinear subsystem is assumed to be unknown, while the structure of linear subsystem, such as the system order, is assumed to be available. …”
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  12. 12
    Model-free controller design based on simultaneous perturbation stochastic approximation

    Model-free controller design based on simultaneous perturbation stochastic approximation by Mohd Ashraf, Ahmad

    Published 2015
    “…Here, a simultaneous perturbation stochastic approximation (SPSA) algorithm is suggested as a promising tool for the model-free control approach. …”
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  13. 13
    Simultaneous perturbation stochastic approximation optimization for energy management strategy of HEV

    Simultaneous perturbation stochastic approximation optimization for energy management strategy of HEV by Muhammad Fadhlan, Afif Bin Nazri, Muhammad Ikram, Mohd Rashid, Mohd Rashid

    Published 2018
    “…This project is using a single agent method to optimize the power losses under a specific driving cycle which is simultaneous perturbation stochastic approximation (SPSA) based method. For optimization process, four gain are added in four main parts of the HEV system. …”
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  14. 14
    Performance of 5-stage, 4-stage and specific stochastic Runge-Kutta methods in approximating the solution of stochastic biological model

    Performance of 5-stage, 4-stage and specific stochastic Runge-Kutta methods in approximating the solution of stochastic biological model by Noor Amalina Nisa, Ariffin, Norhayati, Rosli, Abdul Rahman, Mohd Kasim, Mazma Syahidatul Ayuni, Mazlan

    Published 2021
    “…This paper is devoted to investigate the performance of 5-stage stochastic Runge-Kutta ( SRK5) with order 2.0, 4-stage stochastic Runge-Kutta ( SRK4), specific stochastic Runge-Kutta with order 1.5 ( SRKS1.5) and commutative specific stochastic Runge-Kutta with order 1.5 (SRKST2) in approximating the solution of stochastic model in biological system. …”
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  15. 15
    Stochastic Optimization Problems with CVaR Risk Measure and Their Sample Average Approximation

    Stochastic Optimization Problems with CVaR Risk Measure and Their Sample Average Approximation by Meng, F., Sun, Jie, Goh, M.

    Published 2010
    “…We provide a refined convergence analysis for the SAA (sample average approximation) method applied to stochastic optimization problems with either single or mixed CVaR (conditional value-at-risk) measures. …”
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  16. 16
    State Estimation and Optimal Control of Four-Tank System with Stochastic Approximation Approach

    State Estimation and Optimal Control of Four-Tank System with Stochastic Approximation Approach by Xian Wen Sim, Xian Wen Sim, Sie Long Kek, Sie Long Kek, Sy Yi Sim, Sy Yi Sim, Jiao Li, Jiao Li

    Published 2023
    “…This study aims to optimally control the level of a four-tank system at the steady state in the random disturbance environment using the stochastic approximation (SA) approach. Firstly, the stochastic optimal control problem of an equivalent discrete-time is introduced, where the voltages to the pumps are the control inputs. …”
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  17. 17
    State Estimation and Optimal Control of Four-Tank System with Stochastic Approximation Approach

    State Estimation and Optimal Control of Four-Tank System with Stochastic Approximation Approach by Xian Wen Sim, Xian Wen Sim, Sie Long Kek, Sie Long Kek, Sy Yi Sim, Sy Yi Sim, Jiao Li, Jiao Li

    Published 2023
    “…This study aims to optimally control the level of a four-tank system at the steady state in the random disturbance environment using the stochastic approximation (SA) approach. Firstly, the stochastic optimal control problem of an equivalent discrete-time is introduced, where the voltages to the pumps are the control inputs. …”
    Get full text
    Get full text
  18. 18
    State Estimation and Optimal Control of Four-Tank System with Stochastic Approximation Approach

    State Estimation and Optimal Control of Four-Tank System with Stochastic Approximation Approach by Xian Wen Sim, Xian Wen Sim, Sie Long Kek, Sie Long Kek, Sy Yi Sim, Sy Yi Sim, Jiao Li, Jiao Li

    Published 2023
    “…This study aims to optimally control the level of a four-tank system at the steady state in the random disturbance environment using the stochastic approximation (SA) approach. Firstly, the stochastic optimal control problem of an equivalent discrete-time is introduced, where the voltages to the pumps are the control inputs. …”
    Get full text
    Get full text
  19. 19
    State Estimation and Optimal Control of Four-Tank System with Stochastic Approximation Approach

    State Estimation and Optimal Control of Four-Tank System with Stochastic Approximation Approach by Xian Wen Sim, Xian Wen Sim, Sie Long Kek, Sie Long Kek, Sy Yi Sim, Sy Yi Sim, Jiao Li, Jiao Li

    Published 2023
    “…This study aims to optimally control the level of a four-tank system at the steady state in the random disturbance environment using the stochastic approximation (SA) approach. Firstly, the stochastic optimal control problem of an equivalent discrete-time is introduced, where the voltages to the pumps are the control inputs. …”
    Get full text
    Get full text
  20. 20
    A study on model-free approach for liquid slosh suppression based on stochastic approximation

    A study on model-free approach for liquid slosh suppression based on stochastic approximation by Ahmad, Mohd Ashraf

    “…Here, a Simultaneous Perturbation Stochastic Approximation (SPSA) algorithm is suggested as a promising tool for the model-free control approach. …”
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