Related papers: Gradient-Based Stochastic Extremum-Seeking 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…
In this paper, we study gradient-based classical extremum seeking (ES) for uncertain n-dimensional (nD) static quadratic maps in the presence of known large constant distinct input delays and large output constant delay with a small…
This paper investigates multivariable extremum seeking using unit-vector control. By employing the gradient algorithm and a polytopic embedding of the unknown Hessian matrix, we establish sufficient conditions, expressed as linear matrix…
Time delay estimation plays a critical role in control, stabilization and state estimation of many practical system with time delay. In this paper, we propose a method to estimate delay for discrete time linear multiple-input…
In this paper, we introduce a novel approach to solve the (mean-covariance) steering problem for a fairly general class of linear continuous-time stochastic systems subject to input delays. Specifically, we aim at steering delayed linear…
This paper presents an extremum seeking control algorithm with an adaptive step-size that adjusts the aggressiveness of the controller based on the quality of the gradient estimate. The adaptive step-size ensures that the integral-action…
In this paper a novel stochastic optimization and extremum seeking algorithm is presented, one which is based on time-delayed random perturbations and step size adaptation. For the case of a one-dimensional quadratic unconstrained…
This paper presents the design of an extremum seeking controller based on sliding modes and cyclic search for real-time optimization of non-linear multivariable dynamic systems. These systems have arbitrary relative degree, compensated by…
This paper addresses the multivariable gradient-based extremum seeking control (ESC) subject to saturation. Two distinct saturation scenarios are investigated here: saturation acting on the input of the function to be optimized, which is…
We consider bounded extremum seeking controls for time-varying linear systems with uncertain coefficient matrices and measurement uncertainty. Using a new change of variables, Lyapunov functions, and a comparison principle, we provide…
This paper proposes a discrete-time event-triggered extremum seeking control scheme for real-time optimization of nonlinear systems. Unlike conventional discrete-time implementations relying on periodic updates, the proposed approach…
We present a multilevel stochastic gradient descent method for the optimal control of systems governed by partial differential equations under uncertain input data. The gradient descent method used to find the optimal control leverages a…
In this paper the finite-time stabilization problem is solved for a linear time-varying system with unknown control direction by exploiting a modified version of the classical extremum seeking algorithm. We propose to use a suitable…
In this paper, we first propose a method that can efficiently compute the maximal robust controlled invariant set for discrete-time linear systems with pure delay in input. The key to this method is to construct an auxiliary linear system…
This paper studies the extremum seeking control (ESC) problem for a class of constrained nonlinear systems. Specifically, we focus on a family of constraints allowing to reformulate the original nonlinear system in the so-called…
This paper presents novel methods for achieving stable and efficient convergence in multivariable extremum seeking control (ESC) using sliding mode techniques. Drawing inspiration from both classical sliding mode control and more recent…
We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the true system are unknown. To…
In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…
This paper deals with the gradient-based extremum seeking control for multivariable maps under actuator saturation. By exploiting a polytopic embedding of the unknown Hessian, we derive a LMI-based synthesis condition to ensure that the…
In this paper, we consider optimal control problems derived by stochastic systems with delay, where control domains are non-convex and the diffusion coefficients depend on control variables. By an estimate of the integral of…