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Brief Paper
Stability of extremum seeking feedback for general nonlinear
dynamic systems
0I
p`
"o
K'
!c'
*
#c'
*
(h(x)!hl(0H)!p` )a sint
!c'
&
p` #c'
&
(h(x)!hl(0H))
. (18)
4. Averaging analysis
The "rst step in our analysis is to study the system in
Fig. 2. We `freezea x in (17) at its `equilibriuma value
x"l(0H#0I#a sint) (19)
and substitute it into (18), getting the `reduced systema
d
dt
0I
p`
"o
K'
!c'
*
#c'
*
(v(0I
#a sint)!p`
)a sint
!c'
&
p`
#c'
&
v(0I
#a sint)
,
(20)
where
v(0I
#a sint)"hl(0H#0I
#a sint)!hl(0H). (21)
In view of Assumption 2.3, it is obvious (from the chain
rule for di!erentation) that
v(0)"0, (22)
v'(0)"(hl)'(0H)"0, (23)
v"(0)"(hl)"(0H)(0. (24)
System (20) is in the form to which the averaging method
is applicable. The average model of (20) is [see, for
example, Eqs. (8.17)}(8.19) in Khalil (1996) for the de"ni-
tion of an average model].
d
dt
0I
p`
"o
K'
!c'
*
#
c'
*
2
aj
v(0I
#a sino)sino do
!c'
&
p`
#
c'
&
2
j
v(0I
#a sino) do
.
(25)
First we need to determine the average equilibrium
(0I
, p`
) which satis"es
"0, (26)
v(0I
"
1
2
v(0I
in the form
0I
"b
a#b
a#O(a), (29)
substituting in (27), using (22) and (23), integrating, and
equating the like powers of a, we get v"(0)b
"0 and
v"(0)b
"!
v"'(0)
8v"(0)
a#O(a). (30)
Another round of lengthy calculations applied to (28)
yields
p`
"
v"(0)
4
a#O(a). (31)
Thus, the equilibrium of the average model (25) is
0I
p`
"
!
v"'(0)
8v"(0)
a#O(a)
0
v"(0)
4
a#O(a)
. (32)
The Jacobian of (25) at (0I, , p` )
is
J?
"o
0 K' 0
S
'
*
aj
v'(0I
#a sino)sinodo !c'
*
0
S
'
&
v'(0I
#a sin o) do 0 !c'
&
.
(33)
Since J
v'(0I
v'(0I
)"
z#oc'
*
z!
oc'
*
K'
2
v"(0)a#O(oa)
;(z#oc'
&
), (36)
which, in view of (24), proves that J
is Hurwitz for
su$ciently small a. This, in turn, implies that the equilib-
rium (32) of the average system (25) is exponentially
stable for a su$ciently small a. Then, according to the
averaging theorem [Theorem 8.3 in Khalil (1996)] we
have the following result.
Theorem 4.1. Consider system (20) under Assumption 2.3.
There exist oM and a such that for all o3(0, oM) and a3(0, a )
system (20) has a unique exponentially stable periodic solu-
tion (0I
(t),
(t), p`
(t)#
v"'(0)
8v"(0)
a
(t)
p`
(t)!
v"(0)
4
a
4O(o)#O(a), t50. (37)
This result, along with the triangle inequality, implies
that all solutions (0I
(t),
(t),p`
#a sint)
#O((0I
#a sint)), (38)
where
0I
#a sint"(0I
!0I
)#
0I
#
(hl)"'(0H)
8(hl)"(0H)
a
!
(hl)"'(0H)
8(hl)"(0H)
a#a sint. (39)
Since the "rst term converges to zero, the second term is
O(o#a), the third term is O(a) and the fourth term is
This theorem requires boundedness in a subsset of the state space
around the equilibrium of interest. Since the functions l and h are
assumed to be smooth, the right-hand side of (20) is bounded and has
bounded derivatives on any compact set, thus the condition of [The-
orem 8.3 in Khalil (1996)] is trivially satis"ed.
O(a), then
limsup
O
0I
will have an
o!set in the direction of sgn(hl)"'(0H), then 0I
(t) will
converge to the `#attera side of hl(0). This is precisely
what we want * to be on the side where hl(0) is less
sensitive to variations in 0 and closer to its maximum
value.
5. Singular perturbation analysis
Now, we address the full system in Fig. 1 whose state
space model is given by (17) and (18) in the time scale
t"ct. To make the notation in our further analysis
compact, we write (18) as
dz
dt
"oG(t, x, z), (42)
where z"(0I, , p` ). By Theorem 4.1, there exists an expo-
nentially stable periodic solution z
(t)
dt
"oG(t, (t, z
(t)), z
(t)), (43)
where (t, z)"l(0H#0I#a sint). To bring the system
(17) and (42) into the standard singular perturbation form,
we shift the state z using the transformation
z` "z!z
(t) (44)
and get
dz`
dt
"oGI(t, x, z` ), (45)
c
dx
dt
"FI(t, x, z` ), (46)
M. Krstic& , H.-H. Wang / Automatica 36 (2000) 595}601 599
where
GI(t, x, z` )"G(t, x, z` #z
(t))!G(t, (t, z
(t)), z
(t)),
(47)
FI(t, x, z` )"f
x, :
x, 0H#0I!0I
(t)
GFHFI
X
`
#0I
(t)#a sint
. (48)
We note that
x"(t, z` #z
(t)) (49)
is the quasi-steady state, and that the reduced model
dz`
dt
"oGI(t, (t, z`
#z
(t)), z`
#z
(t)) (50)
has an equilibrium at the origin z`
"t/c):
dx
dt
"FI(t, x
#(t, z` #z
(t)), z` ),
"f (x
#l(0), :(x
. This,
in turn, implies that the solution 0I(t) of (18) expo-
nentially converges to an O(c#o)-neighborhood
of ![(hl)"'(0H)]/[8(hl)"(0H)]a#O(a). It follows
then that 0(t)"0H#0I(t)#a sint exponentially con-
verges to an O(c#o#a)-neighborhood of 0H.
E The solution x(t) of (46) (which is the same as (17))
satis"es
x(t)!l(0H#0I
(t)#asint)!x
(t)"O(c), (52)
where 0I
(t)#a sinct)
!l(0H)!x
(t). (53)
Since 0I