Almost sure convergence of extremum seeking algorithm using stochastic perturbation

DOI10.1016/J.SYSCONLE.2016.06.005MaRDI QIDQ313311zbMATHOpenAlexFDO

Authors Miloje Radenkovic, Jae-Do Park

Publication date 9 September 2016

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sysconle.2016.06.005

zbMATH Keywords

extremum seekingstochastic perturbationmartingale convergenceself-optimizing control

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimal stochastic control (93E20)

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• scientific article; zbMATH DE number 519990

Cites work

• scientific article; zbMATH DE number 4066707 (Why is no real title available?)
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• A Minmax Extremum-Seeking Controller Design Technique
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• Discrete Time Stochastic Adaptive Control
• Discrete-time extremum-seeking for Wiener-Hammerstein plants
• Extremum Seeking With Stochastic Perturbations
• Extremum Seeking for Constrained Inputs
• Extremum seeking control for discrete-time systems
• Extremum seeking of dynamical systems via gradient descent and stochastic approximation methods
• Extremum seeking under stochastic noise and applications to mobile sensors
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• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
• Newton-based stochastic extremum seeking
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• On non-local stability properties of extremum seeking control
• On the choice of dither in extremum seeking systems: a case study
• Performance improvement and limitations in extremum seeking control
• Real‐Time Optimization by Extremum‐Seeking Control
• Semi-Global Stability Analysis of Observer-Based Extremum-Seeking for Hammerstein Plants
• Stability of extremum seeking feedback for general nonlinear dynamic systems
• Stochastic Averaging in Continuous Time and Its Applications to Extremum Seeking

Cited in

(8)

• Extremum Seeking Control with Two-Sided Stochastic Perturbations
• On stochastic extremum seeking via adaptive perturbation-demodulation loop
• scientific article; zbMATH DE number 151745 (Why is no real title available?)
• Extremum seeking under stochastic noise and applications to mobile sensors
• Deterministic and stochastic convergence properties of AIMD algorithms with nonlinear back-off functions
• Extremum seeking-based perfect adaptive tracking of non-PE references despite nonvanishing variance of perturbation
• Extremum seeking boundary control for PDE-PDE cascades
• scientific article; zbMATH DE number 519990 (Why is no real title available?)

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