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 on time scale parameters of the extended system. The proposed algorithm is tested numerically with the Brockett integrator for different choices of generating functions.
Technical Facts About Dynamic Scalar Fields Underlying Algorithms of Mobile Robots Navigation for Tracking Environmental Boundaries and Extremum Seeking
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.
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 …
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 …
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…
A Model-Free Extremum Seeking Controller with Application to Tracking a Nonlinear Chemical Reaction
Max Planck Institute for Dynamics of Complex Technical Systems（马克斯·普朗克复杂技术系统动力学研究所）；Institute of Applied Mathematics and Mechanics, National Academy of Sciences of Ukraine（乌克兰国家科学院应用数学与力学研究所）；University of Klagenfurt（克拉根福大学）
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…
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…
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.
Event-Triggered Newton Extremum Seeking for Multivariable Optimization
State University of Rio de Janeiro (UERJ)（里约热内卢州立大学）；University of California at San Diego (UCSD)（加利福尼亚大学圣地亚哥分校）；University of California at Los Angeles (UCLA)（加利福尼亚大学洛杉矶分校）
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…
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…
