Natural gradient‐projection algorithm for distribution control
Zhenning Zhang, Huafei Sun, Fengwei Zhong · Optimal Control Applications and Methods · 2008
Abstract In this paper, we use an information geometric algorithm to solve the distribution control problem. Here, we consider the distribution of the output determined by the control input only. We set up two manifolds that are formed by the B‐spline functions and the system output probability density functions, and we call them the B‐spline manifold(B) and the system output manifold(M), respectively. Moreover, we call the new designed algorithm natural gradient‐projection algorithm. In the natural gradient step, we use natural gradient algorithm to obtain an optimal trajectory of the weight vector on the B‐spline manifold from the viewpoint of information geometry. In the projection step, we project the selected points on B onto M. The coordinates of the projections on M give the trajectory of the control input u. Copyright © 2008 John Wiley & Sons, Ltd.