Single-parameter Stochastic Extremum Seeking
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.
KeywordsAverage System Stochastic Perturbation Perturbation Signal Average Theorem Sinusoidal Perturbation