Discrete time extremum seeking by autonomous vehicles in a stochastic environment

Proceedings of the IEEE Conference on Decision and Control

Volumn , Issue , 2009, Pages 4541-4546

  Stanković, Miloş S ^a   Stipanović, Duşan M ^a  

^a University of Illinois at Urbana Champaign   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL THEORY; STOCHASTIC SYSTEMS;

EXTREMUM SEEKING; EXTREMUM SEEKING ALGORITHM; NONHOLONOMIC VEHICLES; OPTIMAL OBSERVATION; SINUSOIDAL PERTURBATIONS; STOCHASTIC ENVIRONMENT; STOCHASTIC PERTURBATIONS; TIME-VARYING GAINS;

AUTONOMOUS VEHICLES;

EID: 77950834648     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2009.5400504     Document Type: Conference Paper

References (20)

1. A. A. Krasovsky, Dynamic of Continuous Self Tuning Systems. Moscow: Fizmatgiz, 1963.
2. S. M. Meerkov, "Asymptotic methods for investigating a class of forced states in extremal systems," Automat. Remote Control, vol.39, 1967.
3. I. S. Morosanov, "Method of extremum control," Automat. Remote Control, vol.18, 1957.
4. K. B. Ariyur and M. Krstić, Real Time Optimization by Extremum Seeking. Hoboken, NJ: Wiley, 2003.
5. J. Y. Choi, M. Krstić, K. B. Ariyur, and J. S. Lee, "Extremum seeking control for discrete-time systems," IEEE Trans. Autom. Control, vol.47, pp. 318- 323, 2002.
6. M. Krstić and H. H. Wang, "Stability of extremum seeking fefedback for general nonlinear dynamic systems," Automatica, vol.36, pp. 595-601, 2000.
7. H. H. Wang, M. Krstić, and G. Bastin, "Optimizing bioreactors by extremum seeking," Int. Journal Adapt. Contr. Sign. Proc., vol.13, pp. 651-669, 1999.
8. N. J. Killingsworth and M. Krstić, "PID tuning using extremum seeking," IEEE Contr. Systems Magaz., no.2, pp. 70-79, 2006.
9. C. Zhang, A. Siranosian, and M. Krstić, "Extremum seeking for moderately unstable systems and for autonomous vehicle target tracking without position measurements," Automatica, vol.43, pp. 1832-1839, 2007.
10. C. Zhang, D. Arnold, N. Ghods, A. Siranosian, and M. Krstić, "Source seeking with nonholonomic unicycle without position measurement and with tuning of forward velocity," Systems and Control Letters, vol.56, pp. 245-252, 2007.
11. M. S. Stanković and D. M. Stipanović, "Stochastic extremum seeking with applications to mobile sensor networks," in Proc. American Control Conference, 2009, pp. 5622-5627.
12. E. W. Bai, L. C. Fu, and S. S. Sastry, "Averaging analysis for discrete time and sampled data adaptive systems," IEEE Trans. Circuits Syst., vol.35, pp. 137-148, 1988.
13. M. B. Nevelson and R. V. Khasminsky, Stochastic Approximation and Recursive Estimation. Moscow: Nauka, 1972.
14. V. Solo, "Stochastic approximation with dependent noise," Stoch. Processes and Appl., vol.13, pp. 157-170, 1982.
15. A. S. Poznyak and D. O. Chikin, "Asymptotic properties of the stochastic approximation procedure with dependent noise," Automation and Remote Control, no.12, pp. 78-93, 1984.
16. -, "Gradient procedures for stochastic approximation with dependent noise and their asymptotic behaviour," Int. Journ. System Science, vol.16, no.8, pp. 917-949, 1985.
17. D. O. Chikin, "On the convergence of stochastic approximation procedures with dependent noise," Automation and Remote Control, no.10, pp. 50-61, 1987.
18. K. L. Chung, "On stochastic approximation method," Annals of Math. Statistics, vol.25, pp. 463-483, 1954.
19. B. T. Polyak, "Convergence and rate of convergence of iterative stochastic algorithms, i general case," Automation and Remote Control, no.12, pp. 83-94, 1976.
20. -, "Convergence and rate of convergence of iterative stochastic algorithms, II linear case," Automation and Remote Control, no.4, pp. 101-107, 1977.