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Single-parameter Stochastic Extremum Seeking

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Stochastic Averaging and Stochastic Extremum Seeking

Part of the book series: Communications and Control Engineering ((CCE))

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Abstract

The first extremum seeking algorithm is introduced for single-input problems. The stability of the algorithm is studied rigorously using averaging theorems developed in earlier chapters. The reader is eased into the analysis techniques by first considering static quadratic maps for the systems being optimized, and then generalizing to systems with non-quadratic equilibrium maps and dynamics.

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References

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Author information

Authors and Affiliations

  1. Department of Mathematics, Southeast University, Nanjing, People’s Republic of China

    Shu-Jun Liu

  2. Department Mechanical & Aerospace Engineering, University of California, San Diego, La Jolla, California, USA

    Miroslav Krstic

Authors
  1. Shu-Jun Liu
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  2. Miroslav Krstic
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Corresponding author

Correspondence to Miroslav Krstic .

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© 2012 Springer-Verlag London

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Cite this chapter

Liu, SJ., Krstic, M. (2012). Single-parameter Stochastic Extremum Seeking. In: Stochastic Averaging and Stochastic Extremum Seeking. Communications and Control Engineering. Springer, London. https://doi.org/10.1007/978-1-4471-4087-0_5

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  • DOI: https://doi.org/10.1007/978-1-4471-4087-0_5

  • Publisher Name: Springer, London

  • Print ISBN: 978-1-4471-4086-3

  • Online ISBN: 978-1-4471-4087-0

  • eBook Packages: EngineeringEngineering (R0)

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