In recent years, an approach to extremum seeking control made it possible to design control vector fields that lead to asymptotic stability of the minimum point provided that the minimum value of the function is known a priori. In this work, we aim to relax that assumption. We propose an extremum-seeking control law that converges to the minimum point with vanishing control oscillations, without access to the minimum value of the cost function. We provide a numerical example to support our results.
In this paper, we describe a broad class of control functions for extremum seeking problems. We show that it unifies and generalizes existing extremum seeking strategies which are based on Lie bracket approximations, and allows to design new controls with favorable properties in extremum seeking and vibrational stabilization tasks. The second result of this paper is a novel approach for studying the asymptotic behavior of extremum seeking systems. It provides a constructive procedure for defining frequencies of control functions to ensure the practical asymptotic and exponential stability. In …
The paper presents some characteristics of unsteady scalar planar fields and studies their properties that are relevant to research on environmental extremum seeking and tracking environmental boundaries by mobile robots.
Extremum seeking systems are powerful methods able to steer the input of a (dynamical) cost function towards an optimizer, without any prior knowledge of the cost function. To achieve their objective, they typically combine time-periodic signals with the on-line measurement of the cost. However, in some practical applications, the cost can only be measured during some regular time-intervals, and not continuously, contravening the classical extremum seeking framework. In this paper, we first analyze how existing Lie-bracket based extremum seeking systems behave when being fed with intermittent …
This paper formulates the problem of Extremum Seeking for optimization of cost functions defined on Riemannian manifolds. We extend the conventional extremum seeking algorithms for optimization problems in Euclidean spaces to optimization of cost functions defined on smooth Riemannian manifolds. This problem falls within the category of online optimization methods. We introduce the notion of geodesic dithers which is a perturbation of the optimizing trajectory in the tangent bundle of the ambient state manifolds and obtain the extremum seeking closed loop as a perturbation of the averaged grad…
Convergence of Extremum Seeking (ES) algorithms has been established in the limit of small gains. Using averaging theory and contraction analysis, we propose a framework for computing explicit bounds on the departure of the ES scheme from its ideal dominant-order average dynamics. The bounds remain valid for possibly large gains. They allow us to establish stability and estimate convergence rates, and they open the way to selecting "optimal" finite gains for the ES scheme.
We introduce a new class of extremum seeking controllers able to achieve fixed time convergence to the solution of optimization problems defined by static and dynamical systems. Unlike existing approaches in the literature, the convergence time of the proposed algorithms does not depend on the initial conditions and it can be prescribed a priori by tuning the parameters of the controller. Specifically, our first contribution is a novel gradient-based extremum seeking algorithm for cost functions that satisfy the Polyak-Lojasiewicz (PL) inequality with some coefficient κ> 0, and for which the e…
In this paper, we propose and practically evaluate a class of gradient-free control functions ensuring the motion of a unicycle-type system towards the extremum point of a time-varying cost function. We prove that the unicycle is able to track the extremum point, and illustrate our results by numerical simulations and experiments that show that the proposed control functions exhibit an improved tracking performance in comparison to standard extremum seeking laws based on Lie bracket approximations.
The paper deals with a well-known extremum seeking scheme by proving uniformity properties with respect to the amplitudes of the dither signal and of the cost function. Those properties are then used to show that the scheme guarantees the global minimiser to be semi-global practically stable despite the presence of local minima. Under the assumption of a globally Lipschitz cost function, it is shown that the scheme, improved through a high-pass filter, makes the global minimiser practically stable with a global domain of attraction.
In this paper, a distributed non-model based seeking algorithm which combines the extremum seeking control (ESC) jointly with learning algorithms is proposed to seek a generalized Nash equilibrium (GNE) for a class of noncooperative games with coupled equality constraint. The strategy of each agent is restricted by both the coupled inter-agent constraint and local inequality constraints. Thanks to the ESC, it is unnecessary to know the specific expressions of agents' cost functions and local constraints and to know the strategies of other agents for the implementation of the proposed GNE seeki…
In this paper, we develop an extremum seeking control method integrated with iterative learning control to track a time-varying optimizer within finite time. The behavior of the extremum seeking system is analyzed via an approximating system - the modified Lie bracket system. The modified Lie bracket system is essentially an online integral-type iterative learning control law. The paper contributes to two fields, namely, iterative learning control and extremum seeking. First, an online integral type iterative learning control with a forgetting factor is proposed. Its convergence is analyzed vi…
We investigate stochastic averaging theory for locally Lipschitz discrete-time nonlinear systems with stochastic perturbation and its applications to convergence analysis of discrete-time stochastic extremum seeking algorithms. Firstly, by defining two average systems (one is continuous time, the other is discrete time), we develop discrete-time stochastic averaging theorem for locally Lipschitz nonlinear systems with stochastic perturbation. Our results only need some simple and applicable conditions, which are easy to verify, and remove a significant restriction present in existing results: …
The paper deals with the extremum seeking problem for a class of cost functions depending only on a part of state variables of a control system. This problem is related to the concept of partial asymptotic stability and analyzed by Lyapunov's direct method and averaging schemes. Sufficient conditions for the practical partial stability of a system with oscillating inputs are derived with the use of Lie bracket approximation techniques. These conditions are exploited to describe a broad class of extremum-seeking controllers ensuring the partial stability of the set of minima of a cost function.…
We consider the chemostat model with the substrate concentration as the single measurement. We propose a control strategy that drives the system at a steady state maximizing the gas production without the knowledge of the specific growth rate. Our approach separates the extremum seeking problem from the feedback control problem such that each of the two subproblems can be solved with relatively simple algorithms. We are then free to choose any numerical optimization algorithm. We give a demonstration for two choices: one is based on slow-fast dynamics and numerical continuation, the other is a…
In this paper the finite-time stabilization problem is solved for a linear time-varying system with unknown control direction by exploiting a modified version of the classical extremum seeking algorithm. We propose to use a suitable oscillatory input to modify the system dynamics, at least in an average sense, so as to satisfy a Differential Linear Matrix Inequality (DLMI) condition which in turns guarantees that the system's state remains inside a prescribed time varying hyper-ellipsoid in the state space. The finite-time stability (FTS) of the averaged dynamics implies the FTS of the origina…
In this paper, we present a novel Newton-based extremum seeking controller for the solution of multivariable model-free optimization problems in static maps. Unlike existing asymptotic and fixed-time results in the literature, we present a scheme that achieves (practical) fixed time convergence to a neighborhood of the optimal point, with a convergence time that is independent of the initial conditions and the Hessian of the cost function, and therefore can be arbitrarily assigned a priori by the designer via an appropriate choice of parameters in the algorithm. The extremum seeking dynamics e…
We present a novel extremum seeking method for affine connection mechanical control systems. The proposed control law involves periodic perturbation signals with sufficiently large amplitudes and frequencies. A suitable averaging analysis reveals that the solutions of the closed-loop system converge locally uniformly to the solutions of an averaged system in the large-amplitude high-frequency limit. This in turn leads to the effect that stability properties of the averaged system carry over to the approximating closed-loop system. Descent directions of the objective function are given by symme…
In this paper, a class of nonlinear driftless control-affine systems satisfying the bracket generating condition is considered. A gradient-free optimization algorithm is developed for the minimization of a cost function along the trajectories of the controlled system. The algorithm comprises an approximation scheme with fast oscillating controls for the nonholonomic dynamics and a model-free extremum seeking component with respect to the output measurements. Exponential convergence of the trajectories to an arbitrary neighborhood of the optimal point is established under suitable assumptions o…
In this report, we apply an input-output transformation passivation method, described in our previous works, to an Adaptive Cruise Control system. We analyze the system's performance under a co-simulation framework that makes use of an online optimization method called extremum-seeking to achieve the optimized behavior. The matrix for passivation method encompasses commonly used methods of series, feedback and feed-forward interconnections for passivating the system. We have previously shown that passivity levels can be guaranteed for a system using our passivation method. In this work, an ext…
The paper deals with a well-known extremum seeking scheme by proving uniformity properties with respect to the amplitudes of the dither signal and of the cost function. Those properties are then used to show that the scheme guarantees the global minimiser to be semi-global practically stable despite the presence of local saddle points. To achieve these results, we analyse the average system associated with the extremum seeking scheme via arguments based on the Fourier series.
The albatross optimized flight maneuver -- known as dynamic soaring -- is nothing but a wonder of biology, physics, and engineering. By utilizing dynamic soaring, the bird can travel in the desired flight direction almost for free by harvesting energy from the wind. Dynamic soaring biological inspiration has triggered a momentous interest among many communities of science and engineering. Studying, modeling, and simulating dynamic soaring have been conducted in literature by mostly configuring dynamic soaring as an optimal control problem. Said configuration requires accurate dynamic system mo…
Extremum seeking control (ESC) is a classical adaptive control method for steady-state optimization, purely based on output feedback. It is well known that the extremum seeking control loop, under certain mild conditions on the controller, has a stable stationary periodic solution in the vicinity of an extremum point of the steady-state input-output map of the plant. However, this is a local result only and this paper investigates whether this solution is necessarily unique given that the underlying optimization problem is convex. We first derive a necessary condition that any stationary solut…
In this paper we consider the problem of finding a Nash equilibrium (NE) via zeroth-order feedback information in games with merely monotone pseudogradient mapping. Based on hybrid system theory, we propose a novel extremum seeking algorithm which converges to the set of Nash equilibria in a semi-global practical sense. Finally, we present two simulation examples. The first shows that the standard extremum seeking algorithm fails, while ours succeeds in reaching NE. In the second, we simulate an allocation problem with fixed demand.
We present a method for finding optimal controllers for unknown, time-varying, dynamic systems which can be re-initialized from a given initial condition repeatedly, in which the performance measure is available for sampling with noise, but analytically unknown. Such systems are present throughout industry where processes must be repeated many times, such as a voltage source which is repeatedly turned on for a fraction of a second from zero initial conditions and then turned off again, whose output must track a specific trajectory, while the system's components are slowly drifting with time du…
In this paper, we investigate the problem of source seeking with a unicycle in the presence of local extrema. Our study is motivated by the fact that most of the existing source seeking methods follow the gradient direction of the signal function and thus only lead to local convergence into a neighborhood of the nearest local extremum. So far, only a few studies present ideas on how to overcome local extrema in order to reach a global extremum. None of them apply to second-order (force- and torque-actuated) nonholonomic vehicles. We consider what is possibly the simplest conceivable algorithm …
We analyze stability and robustness properties of an extremum seeking scheme that employs oscillatory dither signals with sufficiently large amplitudes and frequencies. Our study takes both input and output disturbances into account. We consider general $L_\infty$-disturbances, which may resonate with the oscillatory dither signals. A suitable change of coordinates followed by an averaging procedure reveals that the closed-loop system approximates the behavior of an averaged system. This leads to the effect that stability and robustness properties carry over from the averaged system to the clo…
We consider a single kinematically controlled robot with a bounded control range. The robot travels in a two-dimensional region supporting an unknown unsteady scalar field. A single sensor provides the field value at the current location of the robot. The paper is concerned with a reactive navigation strategy to drive the robot to the time-varying location where the field attains its spatial maximum, with subsequent keeping the robot close to this location. This strategy is based on a novel paradigm of kinematic control different from conventionally trying to align the velocity vector with the…
This paper proposes a multivariable extremum seeking scheme using Fast Fourier Transform (FFT) for a network of subsystems working towards optimizing the sum of their local objectives, where the overall objective is the only available measurement. Here, the different inputs are perturbed with different dither frequencies, and the power spectrum of the overall output signal obtained using FFT is used to estimate the steady-state cost gradient w.r.t. each input. The inputs for the subsystems are then updated using integral control in order to drive the respective gradients to zero. This paper pr…
