Extremum seeking (ES) is a real-time optimization tool and also a method of adaptive control. This talk is to introduce the framework of stochastic extremum seeking and its applications. First, we develop theoretical analysis tools of stochastic averaging for general nonlinear systems. Then, we present stochastic extremum seeking algorithms for static maps or dynamical nonlinear systems. Finally, we investigate the applications of stochastic ES to source seeking.
Bienvenue à tous!