Extremum Seeking for Static Maps With Delays

In this paper, we address the design and analysis of multi-variable extremum seeking for static maps subject to arbitrarily long time delays. Both Gradient and Newton-based methods are considered. Multi-input systems with different time delays in each individual input channel as well as output delays are dealt with. The phase compensation of the dither signals and the inclusion of predictor feedback with a perturbation-based (averaging-based) estimate of the Hessian allow to obtain local exponential convergence results to a small neighborhood of the optimal point, even in the presence of delays. The stability analysis is carried out using backstepping transformation and averaging in infinite dimensions, capturing the infinite-dimensional state due the time delay. In particular, a new backstepping-like transformation is introduced to design the predictor for the Gradient-based extremum seeking scheme with multiple and distinct input delays. The proposed Newton-based extremum seeking approach removes the dependence of the convergence rate on the unknown Hessian of the nonlinear map to be optimized, being user-assignable as in the literature free of delays. A source seeking example illustrates the performance of the proposed delay-compensated extremum seeking schemes.