I'm using a modified golden section search (brents) to find the maximum / minimum of a function. The function is a real time measurement from a laser that is measuring the height of a single peak on a piece of machined metal. The metal is machined into a roughly sinusoidal shape.
The task is to move the laser to the peak of the machined metal. In an ideal situation the laser measurement would be noise free. However in reality it has randomness to about 0.001 in height measurement.
Does anybody have any advice on modifying the algorithm to handle noisy measurements? I've noticed in my simulations that the algorithm converges to an incorrect point.