摘要:In this work, discrete-time extremum seeking algorithms for unconstrained optimization problems are developed. A general class of non-commutative maps and one- and two point function evaluation polices are presented to approximate a gradient-descent algorithm, suitable for extremum seeking problems. Moreover, adaptive step size rules are discussed to achieve faster convergence and vanishing steady state oscillations.
关键词:KeywordsExtremum SeekingOptimizationAdaptive ControlDiscrete-Time Systems