Single-parameter Stochastic Extremum Seeking

  • Shu-Jun Liu
  • Miroslav Krstic
Part of the Communications and Control Engineering book series (CCE)


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.


Average System Stochastic Perturbation Perturbation Signal Average Theorem Sinusoidal Perturbation 
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Copyright information

© Springer-Verlag London 2012

Authors and Affiliations

  1. 1.Department of MathematicsSoutheast UniversityNanjingPeople’s Republic of China
  2. 2.Department Mechanical & Aerospace EngineeringUniversity of California, San DiegoLa JollaUSA

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