Title
The multidimensional n-th order heavy ball method and its application to extremum seeking
Abstract
In this paper the extension of the heavy ball method to n-th order integrator dynamics is considered. We propose a gradient based controller that achieves to find the extremum of a function depending on multiple variables and prove asymptotic stability for all functions from the set of strongly convex functions. Furthermore, we propose a gradient-free extremum seeking controller that approximates the proposed gradient-based controller and prove practical asymptotic stability of the extremum using Lie bracket averaging techniques. The result does not rely on singular perturbation methods and provides a new approach to extremum seeking for dynamic maps.
Year
DOI
Venue
2014
10.1109/CDC.2014.7039796
Decision and Control
Keywords
Field
DocType
asymptotic stability,convex programming,gradient methods,optimal control,perturbation techniques,Lie bracket averaging techniques,asymptotic stability,convex functions,dynamic maps,gradient-based controller,gradient-free extremum seeking controller,multidimensional nth order heavy ball method,nth order integrator dynamics,singular perturbation methods
Extremum estimator,Control theory,Mathematical optimization,Control theory,Integrator,Singular perturbation,Convex function,Exponential stability,Lie algebra,Mathematics
Conference
ISSN
Citations 
PageRank 
0743-1546
1
0.37
References 
Authors
4
2
Name
Order
Citations
PageRank
Simon Michalowsky163.21
Christian Ebenbauer220030.31