Perfect Tracking of Time-Varying Optimum by Extremum Seeking

Abstract

This paper introduces extremum seeking (ES) algorithms designed to achieve perfect tracking of arbitrary time-varying extremum. In contrast to classical ES approaches that employ constant frequencies and controller gains, our algorithms leverage time-varying parameters, growing either asymptotically or exponentially, to achieve desired convergence behaviors. Our stability analysis involves state transformation, time-dilation transformation, and Lie bracket averaging. The state transformation is based on the multiplication of the input state by asymptotic or exponential growth functions. The time transformation enables tracking of the extremum as it gradually converges to a constant value when viewed in the dilated time domain. Finally, Lie bracket averaging is applied to the transformed system, ensuring practical uniform stability in the dilated time domain as well as asymptotic or exponential stability of the original system in the original time domain. We validate the feasibility of these designs through numerical simulations.

0

Turn this paper into a lesson

ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.

Discussion (0)

Sign in to join the discussion.

Loading comments…