Extremum Seeking for Linear Time-Varying Systems with Unknown Control Directions
Frederic Mazenc, Michael Malisoff, Emilia Fridman
TL;DR
This paper tackles bounded extremum seeking for time-varying linear systems with unknown control directions and measurement disturbances by introducing a delay-free change of variables, a Lyapunov-based analysis, and a comparison principle to derive practical exponential stability bounds that hold for all $t\ge0$. The main contribution is a rigorous framework that yields explicit bounds on the state via a transformed Lyapunov function $V(t,R)=R^T P(t)R$ and a scalar comparison system, accommodating coefficient-uncertainty in $A(t)$ and $B(t)$ and measurement delay through a bound on $\delta(t)$. It advances the theory by providing sufficient conditions under which these bounds hold, including persistence-of-excitation premises and constructions of $P(t)$, as well as a reduction-model approach to quantify the impact of delays on the closed-loop performance. The illustrated examples demonstrate practical applicability to multidimensional systems with unstable drifts and show how choosing design parameters like $\varepsilon$ and the weighting constants can significantly reduce the ultimate bound, supporting potential use in aerial and networked systems with uncertain dynamics.
Abstract
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 practical exponential stability bounds for the states of the closed loop systems that hold for all nonnegative times. For the first time for linear time-varying systems with unknown control directions, we consider bounded extremum seeking controls in the presence of uncertain time-varying input delays with small time-varying delay uncertainties, and we provide reduction model controllers to compensate for the constant part of the delays.
