Gradient-Based Stochastic Extremum-Seeking Control for Multivariable Systems with Distinct Input Delays

Fuente: arXiv
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Main Authors: Silva, Paulo Cesar Souza, Pellanda, Paulo Cesar, Oliveira, Tiago Roux
Format: Preprint
Published: 2024
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author Silva, Paulo Cesar Souza
Pellanda, Paulo Cesar
Oliveira, Tiago Roux
author_facet Silva, Paulo Cesar Souza
Pellanda, Paulo Cesar
Oliveira, Tiago Roux
contents This paper addresses the design and analysis of a multivariable gradient-based stochastic extremum-seeking control method for multi-input systems with arbitrary input delays. The approach accommodates systems with distinct time delays across input channels and achieves local exponential stability of the closed-loop system, guaranteeing convergence to a small neighborhood around the extremum point. By incorporating phase compensation for dither signals and a novel predictor-feedback mechanism with averaging-based estimates of the unknown gradient and Hessian, the proposed method overcomes traditional challenges associated with arbitrary, distinct input delays. Unlike previous work on deterministic multiparameter extremum-seeking with distinct input delays, this stability analysis is achieved without using backstepping transformations, simplifying the predictor design and enabling a more straightforward implementation. Specifically, the direct application of Artstein's reduction approach results in delay- and system-dimension-independent convergence rates, enhancing practical applicability. A numerical example illustrates the robust performance and advantages of the proposed delay-compensated stochastic extremum-seeking method.
format Preprint
id arxiv_https___arxiv_org_abs_2411_10580
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Gradient-Based Stochastic Extremum-Seeking Control for Multivariable Systems with Distinct Input Delays
Silva, Paulo Cesar Souza
Pellanda, Paulo Cesar
Oliveira, Tiago Roux
Optimization and Control
Systems and Control
This paper addresses the design and analysis of a multivariable gradient-based stochastic extremum-seeking control method for multi-input systems with arbitrary input delays. The approach accommodates systems with distinct time delays across input channels and achieves local exponential stability of the closed-loop system, guaranteeing convergence to a small neighborhood around the extremum point. By incorporating phase compensation for dither signals and a novel predictor-feedback mechanism with averaging-based estimates of the unknown gradient and Hessian, the proposed method overcomes traditional challenges associated with arbitrary, distinct input delays. Unlike previous work on deterministic multiparameter extremum-seeking with distinct input delays, this stability analysis is achieved without using backstepping transformations, simplifying the predictor design and enabling a more straightforward implementation. Specifically, the direct application of Artstein's reduction approach results in delay- and system-dimension-independent convergence rates, enhancing practical applicability. A numerical example illustrates the robust performance and advantages of the proposed delay-compensated stochastic extremum-seeking method.
title Gradient-Based Stochastic Extremum-Seeking Control for Multivariable Systems with Distinct Input Delays
topic Optimization and Control
Systems and Control
url https://arxiv.org/abs/2411.10580