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Physical Sciences and Mathematics Commons™

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Theory and Algorithms

Air Force Institute of Technology

Stochastic processes

Publication Year

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Full-Text Articles in Physical Sciences and Mathematics

Pattern Search Ranking And Selection Algorithms For Mixed-Variable Optimization Of Stochastic Systems, Todd A. Sriver Sep 2004

Pattern Search Ranking And Selection Algorithms For Mixed-Variable Optimization Of Stochastic Systems, Todd A. Sriver

Theses and Dissertations

A new class of algorithms is introduced and analyzed for bound and linearly constrained optimization problems with stochastic objective functions and a mixture of design variable types. The generalized pattern search (GPS) class of algorithms is extended to a new problem setting in which objective function evaluations require sampling from a model of a stochastic system. The approach combines GPS with ranking and selection (R&S) statistical procedures to select new iterates. The derivative-free algorithms require only black-box simulation responses and are applicable over domains with mixed variables (continuous, discrete numeric, and discrete categorical) to include bound and linear constraints on …

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Stochastic Modeling-Based Dgps Estimation Algorithm, James T. Broaddus Mar 2000

Stochastic Modeling-Based Dgps Estimation Algorithm, James T. Broaddus

Theses and Dissertations

A Kinematic Differential Global Positioning System (KDGPS) algorithm is developed. A number of mobile receivers is considered, one of which will be designated the reference station' which will have known position and velocity information at the beginning of the time interval examined. Satellite clock biases are used to model Selective Availability. The measurement situation on hand is properly modeled and a centralized estimation algorithm processing several epochs of data. The effect of uncertainty in the reference receiver's position and the level of receiver noise is examined. Monte Carlo simulations are performed to examine the ability of the algorithm to correctly …

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