Abstract: Design of engineered systems whose operation is "best" or "optimal" in some sense is increasingly important due to a range of socio-economic and environmental problems that we are facing at the dawn of the 21st century, such as the climate change and increased competition in a global market. While still attracting a considerable research attention, optimal control methods can be regarded as classical and in certain areas, such as linear quadratic control, they are very well developed and understood. An underlying assumption in the classical control literature is that both the plant model and the cost to optimize are known to the engineer designing the system. However, surprisingly many engineering systems do not satisfy this basic assumption and, hence, classical optimization methods are often not directly applicable.
Extremum seeking is an optimal control approach that deals with situations when the plant model and/or the cost to optimize are not available to the designer but it is assumed that measurements of plant input and output signals are available. Using these available signals, the goal is to design a controller that dynamically searches for the optimizing inputs. This method was successfully applied to biochemical reactors, ABS control in automotive brakes, variable cam timing engine operation, electromechanical valves, axial compressors, mobile robots, mobile sensor networks, optical fibre amplifiers and so on. Interestingly, some bacteria (such as the flagella-actuated E. Coli) and swarms of fish collectively search for food using extremum seeking techniques. This presents opportunities for research cross-fertilization between control engineering and biology.
While extremum seeking is an old topic, local stability of a class of extremum seeking controllers was proved for the first time by Krstic and Wang in 2000. Subsequently, Popovic and Teel proposed an alternative framework for extremum seeking and provided corresponding stability proofs. We present an extension of stability results by Krstic and Wang for a simplified extremum seeking scheme and show that the scheme yields semi-global extremum seeking under appropriate assumptions if the controller parameters are tuned appropriately. An interesting trade-off between the size of domain of attraction and the speed of convergence of the scheme is uncovered. The scheme works in essence as a steepest descent method and we also provide a strategy and conditions under which it yields global stability in presence of local extrema. Flexibility of the choice of dither in the scheme is also discussed and its effect on the convergence speed is explained. We use recent results on singular perturbations and averaging in the stability analysis. Examples of application of our scheme and Teel and Popovic approach are presented respectively for biochemical reactors and Raman optical amplifiers.