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Pertubation-magnitude Control for Difference-quotient Estimation of Derivatives
PERTUBATION-MAGNITUDE CONTROL FOR DIFFERENCE-QUOTIENT ESTIMATION OF DERIVATIVES H. J. Kelley*, L. Lefton* and I. L. Johnson, Jr.** -Optimization Incorporated, ]en'co, N. Y. USA --NASA ]ohnson Space Center, Houston, Texas, USA
Summary. A process for adjusting pertubation magnitude for accurate diffference-quotient estimation of derivatives is described in the following. The process is intended to be carried out sequentially, alternating with iterations of a parameter-optimization algorithm. A more complex and computationally-expensive scheme for occasional auxilliary use is also described. Both adjustment schemes focus on agreement between forward and backward difference quotients. The full length paper will appear in the new journal Optimal Control Applications and Methods, Wiley-Interscience.
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Summary. A process for adjusting pertubation magnitude for accurate diffference-quotient estimation of derivatives is described in the following. The process is intended to be carried out sequentially, alternating with iterations of a parameter-optimization algorithm. A more complex and computationally-expensive scheme for occasional auxilliary use is also described. Both adjustment schemes focus on agreement between forward and backward difference quotients. The full length paper will appear in the new journal Optimal Control Applications and Methods, Wiley-Interscience.
121