论文标题

固定时间牛顿般的极端寻求

Fixed-Time Newton-Like Extremum Seeking

论文作者

Poveda, Jorge I., Krstic, Miroslav

论文摘要

在本文中,我们提出了一个新型的基于牛顿的极端寻求控制器,用于解决静态图中多变量的无模型优化问题。与文献中现有的渐近和固定时间不同,我们提出了一种方案,该方案可以实现(实用)固定时间收敛到最佳点的邻域,其收敛时间独立于初始条件和成本功能的Hessian,因此可以通过在Algorithm中选择适当的参数通过适当的参数来任意将其提名为先验者。寻求动力学的极值利用了最近在文献中为牛顿流量家庭建立的一类固定时间收敛性,以及为不一定是Lipschitz连续的扰动动力系统的平均结果。拟议的极值寻求算法是无模型的,并且不需要对成本函数的梯度和黑森的任何明确了解。取而代之的是,通过使用成本的实时测量来实现具有固定时间收敛的实时优化,该成本由动态振荡器生成的合适的周期性激发信号扰动。数值示例说明了该算法的性能。

In this paper, we present a novel Newton-based extremum seeking controller for the solution of multivariable model-free optimization problems in static maps. Unlike existing asymptotic and fixed-time results in the literature, we present a scheme that achieves (practical) fixed time convergence to a neighborhood of the optimal point, with a convergence time that is independent of the initial conditions and the Hessian of the cost function, and therefore can be arbitrarily assigned a priori by the designer via an appropriate choice of parameters in the algorithm. The extremum seeking dynamics exploit a class of fixed time convergence properties recently established in the literature for a family of Newton flows, as well as averaging results for perturbed dynamical systems that are not necessarily Lipschitz continuous. The proposed extremum seeking algorithm is model-free and does not require any explicit knowledge of the gradient and Hessian of the cost function. Instead, real-time optimization with fixed-time convergence is achieved by using real time measurements of the cost, which is perturbed by a suitable class of periodic excitation signals generated by a dynamic oscillator. Numerical examples illustrate the performance of the algorithm.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源