Electrical and Electronic Engineering - Research Publications

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Start date: 2010 × End date: 2019 × Author: Manzie, Christopher × Author: Tan, Ying × Author: KHONG, SEI × Type: Conference Paper ×

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    Trajectory-based proofs for sampled-data extremum seeking control
    KHONG, S ; Nesic, D ; Tan, Y ; Manzie, CG (IEEE, 2013)
    Extremum seeking of nonlinear systems based on a sampled-data control law is revisited. It is established that under some generic assumptions, semi-global practical asymptotically stable convergence to an extremum can be achieved. To this end, trajectory-based arguments are employed, by contrast with Lyapunov-function-type approaches in the existing literature. The proof is simpler and more straightforward; it is based on assumptions that are in general easier to verify. The proposed extremum seeking framework may encompass more general optimisation algorithms, such as those which do not admit a state-update realisation and/or Lyapunov functions. Multi-unit extremum seeking is also investigated within the context of accelerating the speed of convergence.
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    On sampled-data extremum seeking control via stochastic approximation methods
    Khong, SZ ; Tan, Y ; Nesic, D ; Manzie, C (IEEE, 2013-01-01)
    This note establishes a link between stochastic approximation and extremum seeking of dynamical nonlinear systems. In particular, it is shown that by applying classes of stochastic approximation methods to dynamical systems via periodic sampled-data control, convergence analysis can be performed using standard tools in stochastic approximation. A tuning parameter within this framework is the period of the synchronised sampler and hold device, which is also the waiting time during which the system dynamics settle to within a controllable neighbourhood of the steady-state input-output behaviour. Semiglobal convergence with probability one is demonstrated for three basic classes of stochastic approximation methods: finite-difference, random directions, and simultaneous perturbation. The tradeoff between the speed of convergence and accuracy is also discussed within the context of asymptotic normality of the outputs of these optimisation algorithms.