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Multivariable Stochastic Newton-Based Extremum Seeking with Delays

2025/02/02 by Paulo Cesar Souza da Silva, Silva, Paulo Cesar Souza, Paulo César Pellanda +3
Engineering · #Extremum Seeking Control Systems #FOS: Electrical engineering #FOS: Mathematics #Optimization and Control (math.OC) #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · pdf · doi:10.48550/arxiv.2502.00861

openalex publication_date 2025/02/02 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

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.

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