DocumentCode
114914
Title
Constrained extremum seeking in 1 dimension
Author
Mills, Greg ; Krstic, Miroslav
Author_Institution
Univ. of California, San Diego, La Jolla, CA, USA
fYear
2014
fDate
15-17 Dec. 2014
Firstpage
2654
Lastpage
2659
Abstract
In this paper we present a novel approach for applying extremum seeking optimization to systems with input constraints. We use an unknown quadratic objective function and provide that the 1-dimensional sinusoidal extremum seeking scheme is domain-limited semi-globally practically asymptotically stable about the constrained minimum. The incorporation of an orthogonal projection operator prohibits the estimate system from leaving the constraint set and the perturbed system from leaving the constraint set dilated by the perturbation amplitude.
Keywords
optimal control; quadratic programming; asymptotic stability; constrained extremum seeking; extremum seeking optimization; input constraints; orthogonal projection operator; perturbation amplitude; quadratic objective function; sinusoidal extremum seeking scheme; Asymptotic stability; Cost function; Linear programming; Stability analysis; Trajectory; Upper bound;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control (CDC), 2014 IEEE 53rd Annual Conference on
Conference_Location
Los Angeles, CA
Print_ISBN
978-1-4799-7746-8
Type
conf
DOI
10.1109/CDC.2014.7039795
Filename
7039795
Link To Document