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Xuefei Yang

Publications and source records attributed to Xuefei Yang.

4 recordsLinked to original sources

Extremum Seeking of Static Maps in the Presence of Unknown Large Time-Varying Delays

In this paper, we present the discrete-time unbiased extremum seeking (ES) algorithm for n-dimensional (nD) static quadratic maps in the presence of unknown time-varying measurement delays bounded by known constants which can be large. The existing ES results in the presence of large delays are usually confined to known constant or slowly-varying delays, which is restrictive. We provide the first ES algorithm, which is robust with respect to unknown large time-varying delays. Moreover, we achieve the unbiased exponential convergence. We manage with such delays by choosing dithers with frequencies of the order of \sqrt{\epsilon}, where the small parameter {\epsilon} > 0 appears in the dynamics of the real-time estimator. As expected, larger delays lead to a slower convergence. We provide qualitative and quantitative results based on the averaging analysis via delay-free transformation. For the quantitative bounds on the controller parameters that ensure the exponential unbiased convergence of the ES system, we assume that the Hessian of the map is uncertain and lies within a known range. Differently from its continuous-time counterpart, the small parameter in the discrete-time case defines the decay rate of the estimation error system, making a quantitative bound on this parameter particularly important. We present also constructive conditions for the practical stability of the classical ES system. Our results are semi-global for globally quadratic maps, while for locally quadratic static maps, we provide a bound on the region of convergence. Our analysis shows that appropriate ES parameters can be found for any large unknown time-varying bounded delay. A numerical example highlights the efficiency of the method.

math.OC

Distributed Time-Varying Optimization via Unbiased Extremum Seeking

This paper proposes a novel distributed optimization framework that addresses time-varying optimization problems without requiring explicit derivative information of the objective functions. Traditional distributed methods often rely on derivative computations, limiting their applicability when only real-time objective function measurements are available. Leveraging unbiased extremum seeking, we develop continuous-time algorithms that utilize local measurements and neighbor-shared data to collaboratively track time-varying optima. Key advancements include compatibility with directed communication graphs, customizable convergence rates (asymptotic, exponential, or prescribed-time), and the ability to handle dynamically evolving objectives. By integrating chirpy probing signals with time-varying frequencies, our unified framework achieves accelerated convergence while maintaining stability under mild assumptions. Theoretical guarantees are established through Lie bracket averaging and Lyapunov-based analysis, with linear matrix inequality conditions ensuring rigorous convergence. Numerical simulations validate the effectiveness of the algorithms.

math.OC

Extremum seeking in the presence of large delays via time-delay approach to averaging

In this paper, we study gradient-based classical extremum seeking (ES) for uncertain n-dimensional (nD) static quadratic maps in the presence of known large constant distinct input delays and large output constant delay with a small time-varying uncertainty. This uncertainty may appear due to network-based measurements. We present a quantitative analysis via a time-delay approach to averaging. We assume that the Hessian has a nominal known part and norm-bounded uncertainty, the extremum point belongs to a known box, whereas the extremum value to a known interval. By using the orthogonal transformation, we first transform the original static quadratic map into a new one with the Hessian containing a nominal diagonal part. We apply further a time-delay transformation to the resulting ES system and arrive at a time-delay system, which is a perturbation of a linear time-delay system with constant coefficients. Given large delays, we choose appropriate gains to guarantee stability of this linear system. To find a lower bound on the dither frequency for practical stability, we employ variation of constants formula and exploit the delay-dependent positivity of the fundamental solutions of the linear system with their tight exponential bounds. Sampled-data ES in the presence of large distinct input delays is also presented. Explicit conditions in terms of simple scalar inequalities depending on tuning parameters and delay bounds are established to guarantee the practical stability of the ES control systems. We show that given any large delays and initial box, by choosing appropriate gains we can achieve practical stability for fast enough dithers and small enough uncertainties.

eess.SY

A Robust Time-Delay Approach to Extremum Seeking via ISS Analysis of the Averaged System

For N-dimensional (ND) static quadratic map, we present a time-delay approach to gradient-based extremum seeking (ES) both, in the continuous and, for the first time, the discrete domains. As in the recently introduced (for 2D maps in the continuous domain), we transform the system to the time-delay one (neutral type system in the form of Hale in the continuous case). This system is O($\varepsilon$)-perturbation of the averaged linear ODE system, where $\varepsilon$ is a period of averaging. We further explicitly present the neutral system as the linear ODE, where O($\varepsilon$)-terms are considered as disturbances with distributed delays of the length of the small parameter $\varepsilon$. Regional input-to-state stability (ISS) analysis is provided by employing a variation of constants formula that greatly simplifies the previously used analysis via Lyapunov-Krasovskii (L-K) method, simplifies the conditions and improves the results. Examples from the literature illustrate the efficiency of the new approach, allowing essentially large uncertainty of the Hessian matrix with bounds on $\varepsilon$ that are not too small.

eess.SY