TY - JOUR
T1 - Extremum Seeking using Synchronous Detection Method with Time-Varying Parameters
AU - Solis, César U.
AU - Clempner, Julio B.
AU - Poznyak, Alexander S.
N1 - Publisher Copyright:
© 2018
PY - 2018/1/1
Y1 - 2018/1/1
N2 - The authors suggest an algorithm for extremum seeking based on a random process optimization approach employing a gradient descent method with 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 noise perturbation. The suggested extremum seeking procedure is based on the estimated gradient obtained by the modified 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 in probability of the suggested algorithm. To validate the contributions of the paper we present a numerical example.
AB - The authors suggest an algorithm for extremum seeking based on a random process optimization approach employing a gradient descent method with 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 noise perturbation. The suggested extremum seeking procedure is based on the estimated gradient obtained by the modified 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 in probability of the suggested algorithm. To validate the contributions of the paper we present a numerical example.
KW - Extremum seeking
KW - Real-time optimization
KW - synchronous detection method
UR - http://www.scopus.com/inward/record.url?scp=85052654817&partnerID=8YFLogxK
U2 - 10.1016/j.ifacol.2018.07.294
DO - 10.1016/j.ifacol.2018.07.294
M3 - Artículo
SN - 2405-8963
VL - 51
SP - 297
EP - 302
JO - 2nd IFAC Conference on Modelling, Identification and Control of Nonlinear Systems MICNON 2018: Guadalajara, Jalisco, Mexico, 20-22 June 2018
JF - 2nd IFAC Conference on Modelling, Identification and Control of Nonlinear Systems MICNON 2018: Guadalajara, Jalisco, Mexico, 20-22 June 2018
IS - 13
ER -