Constrained extremum-seeking guidance using a constrained Kalman filter

A constrained extremum-seeking guidance algorithm using a constrained Kalman filter is presented. The Kalman filter estimates the gradient such that the performance variables determined by the extremum-seeking algorithm satisfy linear constraints. A simple linear example is first presented to demonstrate constrained extremum-seeking. Then, the extremum-seeking guidance law is applied to the formation flight of two aircraft. Simulation results demonstrate effective extremum seeking subject to linear constraints.