@inproceedings{ac9448c01c42409188508116ac061ed6,
title = "Continuous-Time Extremum Seeking with Function Measurements Disturbed by Stochastic Noise: A Synchronous Detection Approach",
abstract = "This paper suggests a novel algorithm for extremum seeking based on a stochastic continuous-time optimization approach employing a gradient descent method based on the synchronous detection technique. The problem consists on finding the minimum of a strongly convex function which is unknown but may be measured in any testing point subject to a stochastic noise perturbation. The suggested extremum seeking procedure is based on the estimated gradient obtained by the modified stochastic version of the Synchronous Detection Method. We have added a first order low-pass filter to the gradient estimator to attenuate the noise in the estimations. We prove the mean-squared convergence of the suggested extremum seeking algorithm to a zone around the minimizer. To validate the contributions of the paper we present a numerical example.",
keywords = "Extremum Seeking, Real-time optimization, Synchronous Detection Method",
author = "Solis, {Cesar U.} and Clempner, {Julio B.} and Poznyak, {Alexander S.}",
note = "Publisher Copyright: {\textcopyright} 2018 IEEE.; 15th International Conference on Electrical Engineering, Computing Science and Automatic Control, CCE 2018 ; Conference date: 05-09-2018 Through 07-09-2018",
year = "2018",
month = nov,
day = "13",
doi = "10.1109/ICEEE.2018.8533980",
language = "Ingl{\'e}s",
series = "2018 15th International Conference on Electrical Engineering, Computing Science and Automatic Control, CCE 2018",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
booktitle = "2018 15th International Conference on Electrical Engineering, Computing Science and Automatic Control, CCE 2018",
address = "Estados Unidos",
}