On non-local stability properties of extremum seeking control
Automatica (Journal of IFAC)
Mixing enhancement in 2D magnetohydrodynamic channel flow by extremum seeking boundary control
ACC'09 Proceedings of the 2009 conference on American Control Conference
Source seeking for two nonholonomic models of fish locomotion
IEEE Transactions on Robotics
Extremum seeking under stochastic noise and applications to mobile sensors
Automatica (Journal of IFAC)
Brief Stability of extremum seeking feedback for general nonlinear dynamic systems
Automatica (Journal of IFAC)
An adaptive algorithm for control of combustion instability
Automatica (Journal of IFAC)
Automatica (Journal of IFAC)
Hi-index | 22.15 |
We present a Newton-based extremum seeking algorithm for the multivariable case. The design extends the recent Newton-based extremum seeking algorithms for the scalar case and introduces a dynamic estimator of the inverse of the Hessian matrix that removes the difficulty with the possible singularity of a possible direct estimate of the Hessian matrix. The estimator of the inverse of the Hessian has the form of a differential Riccati equation. We prove local stability of the new algorithm for general nonlinear dynamic systems using averaging and singular perturbations. In comparison with the standard gradient-based multivariable extremum seeking, the proposed algorithm removes the dependence of the convergence rate on the unknown Hessian matrix and makes the convergence rate, of both the parameter estimates and of the estimates of the Hessian inverse, user-assignable. In particular, the new algorithm allows all the parameters to converge with the same speed, yielding straight trajectories to the extremum even with maps that have highly elongated level sets, in contrast to curved ''steepest descent'' trajectories of the gradient algorithm. Simulation results show the advantage of the proposed approach over gradient-based extremum seeking, by assigning equal, desired convergence rates to all the parameters using Newton's approach.