A time-varying extremum-seeking control approach for discrete-time systems

Abstract

This paper considers the solution of a real-time optimization problem using adaptive extremum seeking control for a class of unknown discrete-time nonlinear systems. It is assumed that the equations describing the dynamics of the nonlinear system and the cost function to be minimized are unknown and that the objective function is measured. The main contribution of the paper is to formulate the extremum-seeking problem as a time-varying discrete-time estimation problem. The proposed approach is shown to avoid the need for averaging results which minimizes the impact of the choice of dither signals on the performance of the extremum seeking control system. Several examples are used to illustrate the effectiveness of the proposed technique.