Multivariable Stochastic Newton-Based Extremum Seeking with Delays
Fuente:
arXiv
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| Autores principales: | , , |
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| Formato: | Preprint |
| Publicado: |
2025
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| Acceso en línea: | |
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| _version_ | 1866915134198251520 |
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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 presents a Newton-based stochastic extremum-seeking control method for real-time optimization in multi-input systems with distinct input delays. It combines predictor-based feedback and Hessian inverse estimation via stochastic perturbations to enable delay compensation with user-defined convergence rates. The method ensures exponential stability and convergence near the unknown extremum, even under long delays. It extends to multi-input, single-output systems with cross-coupled channels. Stability is analyzed using backstepping and infinite-dimensional averaging. Numerical simulations demonstrate its effectiveness in handling time-delayed channels, showcasing both the challenges and benefits of real-time optimization in distributed parameter settings. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2502_00861 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Multivariable Stochastic Newton-Based Extremum Seeking with Delays Silva, Paulo Cesar Souza Pellanda, Paulo Cesar Oliveira, Tiago Roux Optimization and Control Systems and Control This paper presents a Newton-based stochastic extremum-seeking control method for real-time optimization in multi-input systems with distinct input delays. It combines predictor-based feedback and Hessian inverse estimation via stochastic perturbations to enable delay compensation with user-defined convergence rates. The method ensures exponential stability and convergence near the unknown extremum, even under long delays. It extends to multi-input, single-output systems with cross-coupled channels. Stability is analyzed using backstepping and infinite-dimensional averaging. Numerical simulations demonstrate its effectiveness in handling time-delayed channels, showcasing both the challenges and benefits of real-time optimization in distributed parameter settings. |
| title | Multivariable Stochastic Newton-Based Extremum Seeking with Delays |
| topic | Optimization and Control Systems and Control |
| url | https://arxiv.org/abs/2502.00861 |