Ly. Dai et Yc. Ho, STRUCTURAL INFINITESIMAL PERTURBATION ANALYSIS (SIPA) FOR DERIVATIVE ESTIMATION OF DISCRETE-EVENT DYNAMIC-SYSTEMS, IEEE transactions on automatic control, 40(7), 1995, pp. 1154-1166
Citations number
29
Categorie Soggetti
Controlo Theory & Cybernetics","Robotics & Automatic Control","Engineering, Eletrical & Electronic
In this paper we present an algorithm for derivative estimation of dis
crete-event dynamic systems (DED's). This algorithm is applicable to d
erivative estimation with respect to most structural parameters in DED
's. It extends the applicability of existing perturbation analysis tec
hniques (including infinitesimal perturbation analysis) on structural
parameters. Furthermore, it offers an alternative approach to derivati
ve estimation in DED's which sheds additional light on discrete-event
simulation. Finally, unifying relationships with existing techniques a
re discussed.