5 papers
Lie bracket approximations of RMSprop for Extremum Seeking Control
Victoria Grushkovskaya, Christian Ebenbauer
This paper presents novel extremum seeking algorithms inspired by RMSProp dynamics and based on Lie bracket approximation techniques. To inherit the behavior of the classical conti…
Averaging of Random Vibrations in Mechanical Systems in the Sense of Ito, Stratonovich, and Sussmann
Raik Suttner, Christian Ebenbauer
In this paper, we investigate a stochastic averaging principle for a large class of mechanical systems in the presence of random vibrations. We show that a known deterministic aver…
Flexible-step MPC for Unknown Linear Time-Invariant Systems
Markus Pietschner, Christian Ebenbauer, Bahman Gharesifard +1
We propose a novel flexible-step model predictive control algorithm for unknown linear time-invariant discrete-time systems. The goal is to asymptotically stabilize the system with…
Stochastic Gradient Descent for Constrained Optimization based on Adaptive Relaxed Barrier Functions
Naum Dimitrieski, Jing Cao, Christian Ebenbauer
This paper presents a novel stochastic gradient descent algorithm for constrained optimization. The proposed algorithm randomly samples constraints and components of the finite sum…
Time-delay Induced Stochastic Optimization and Extremum Seeking
Naum Dimitrieski, Michael Reyer, Mohamed-Ali Belabbas +1
In this paper a novel stochastic optimization and extremum seeking algorithm is presented, one which is based on time-delayed random perturbations and step size adaptation. For the…