Brief paper: On global extremum seeking in the presence of local extrema

  • Authors:
  • Y. Tan;D. Nešić;I. M. Y. Mareels;A. Astolfi

  • Affiliations:
  • The Department of Electrical and Electronic Engineering, The University of Melbourne, Melbourne, VIC 3010, Australia;The Department of Electrical and Electronic Engineering, The University of Melbourne, Melbourne, VIC 3010, Australia;The Department of Electrical and Electronic Engineering, The University of Melbourne, Melbourne, VIC 3010, Australia;Department of Electrical and Electronic Engineering, Imperial College London, United Kingdom and Dipartimento di Informatica, Sistemi e Produzione, Universita' di Roma Tor Vergata, Via del Politec ...

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 2009

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Abstract

We propose a global extremum seeking scheme which can seek the global optimal value in the presence of local extrema. It is shown that the proposed global extremum seeking scheme can converge to an arbitrarily small neighborhood of the global extremum from an arbitrarily large set of initial conditions if sufficient conditions are satisfied. A simple example illustrates the effectiveness of the proposed scheme.