Structural and parametric data representation using the second order optimization method

Authors

  • Fedir G. Garashchenko The complex systems modelling department of Taras Shevchenko National University of Kyiv, Kyiv, Ukraine, Ukraine
  • Olga S. Degtiar The complex systems modelling department of Taras Shevchenko National University of Kyiv, Kyiv, Ukraine, Ukraine https://orcid.org/0000-0001-6626-6918

DOI:

https://doi.org/10.20535/SRIT.2308-8893.2016.4.07

Keywords:

data processing, structural and parametric optimization, gradient methods, Newton's method, convergency, dynamic model

Abstract

Working with various data sources in real-time requires approaches capable of adaptive parameters tuning. We propose algorithms that represent dynamic data streams in apriori defined structures. The algorithms are based on the certain error minimization. The used method is Newton's method, which is appropriate because of its high convergence. At every step, when the new data are received we make corrections to the unknown parameters vector by solving differential equations systems. Initial values are selected using estimates obtained from the practical stability theory. The computational experiment was conducted to compare models based on the first and second order optimization approaches. It confirms the effectiveness of our approach.

Author Biographies

Fedir G. Garashchenko, The complex systems modelling department of Taras Shevchenko National University of Kyiv, Kyiv, Ukraine

Fedir Garashchenko,

professor, Doctor of Engineering Science, Chairman at the complex systems modelling department of Taras Shevchenko National University of Kyiv.

Scope of research: qualitative analysis and evaluation of program trajectories in control systems; development of problems of practical stability of dynamic systems and the development of numerical methods to determine the optimal estimates; development of methods of structural and parametric undifferentiated trajectory optimization; solving problems of sensitivity and calculation of tolerances for parameters.

Olga S. Degtiar, The complex systems modelling department of Taras Shevchenko National University of Kyiv, Kyiv, Ukraine

Olga Degtiar,

a candidate of Physical and Mathematical Sciences, a junior researcher at the complex systems modelling department of Taras Shevchenko National University of Kyiv.

Scope of research: adoptive approaches for digital data processing.

References

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Published

2016-12-15

Issue

No. 4 (2016)

Section

Decision making and control in economic, technical, ecological and social systems

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