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Approximation of Hessian Matrix for Second-order SPSA Algorithm ...

Approximation of Hessian Matrix for Second-order SPSA Algorithm ...

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CONTENTS<br />

2.13 Simulation 70<br />

2.13.1 Simulation 1 70<br />

2.13.2 Simulation 2 72<br />

2.13.3 Simulation 3 75<br />

3. Vibration Suppression Control <strong>of</strong> a Flexible Arm using<br />

Non-linear Observer with <strong>SPSA</strong> 79<br />

3.1 Introduction 79<br />

3.2 Dynamic Modeling <strong>of</strong> a Single Link Robot Arm 81<br />

-3.2.1 Dynamic Model 81<br />

-3.2.2 Equation <strong>of</strong> Motion and State Equations 84<br />

3.3 Design <strong>of</strong> Non-Linear Observer 85<br />

3.4 Model Reference Sliding Model Controller 87<br />

3.5 Simulation 91<br />

4. Lattice IIR Adaptive Filter Structure Adapted by <strong>SPSA</strong> <strong>Algorithm</strong><br />

9 9<br />

4.1 Introduction 99<br />

4.2 Procedure <strong>of</strong> Improved <strong>Algorithm</strong> 101<br />

4.3 Lattice Structure 104<br />

4.4 Adaptive <strong>Algorithm</strong> 105<br />

-4.4.1 SHARF <strong>Algorithm</strong> 105<br />

-4.4.2 Steiglitz-McBride <strong>Algorithm</strong> 108<br />

4.5 Simulation 109<br />

-4.5.1 SHARF <strong>Algorithm</strong> 109<br />

-4.5.2 Steiglitz-McBride <strong>Algorithm</strong> 110<br />

5. Parameters Estimation using a Modified Version <strong>of</strong><br />

<strong>SPSA</strong> <strong>Algorithm</strong> Applied to State-Space Models 113<br />

5.1 Introduction 113<br />

5.2 Implementation <strong>of</strong> <strong>SPSA</strong> Toward Proposed Model 115<br />

-5.2.1 State-Space Model 115<br />

-5.2.2 Gradient-free Maximum Likelihood Estimation 118<br />

viii

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