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Prescribed-Time Newton Extremum Seeking using Delays and Time-Periodic Gains

2025/02/08 by Espitia, Nicolas, Poveda, Jorge I., Krstic, Miroslav · 1 citation
#FOS: Electrical engineering #FOS: Mathematics #Optimization and Control (math.OC) #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · doi:10.48550/arxiv.2502.05464

Abstract

We study prescribed-time extremum seeking (PT-ES) for scalar maps in the presence of time delays. The PT-ES problem has been studied by Yilmaz and Krstic in 2023 using chirpy probing and time-varying gains that grow unbounded. To alleviate the gain singularity, in this paper we present an alternative approach, employing delays with bounded time-periodic gains, for achieving prescribed-time convergence to the extremum. Our results are not extensions or refinements of earlier works, but a new methodological direction --applicable even when the map has no delay. The main PT-ES algorithm compensates the map's delay and uses perturbation-based and the Newton (rather than gradient) approaches. With the help of averaging theorems in infinite dimension, specifically Retarded Functional Differential Equations (RFDEs), we conduct a prescribed-time convergence analysis on a suitable averaged target ES system, which contains the time-periodic gains of the map and feedback delays. We further extend our method to multivariable static maps and illustrate our results through numerical simulations.

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