Real-Time Optimization by
Extremum-Seeking Control
Real-Time Optimization by
Extremum-Seeking Control
KARTIK B. ARIYUR
MIROSLAV KRSTIC´
A JOHN WILEY & SONS, INC., PUBLICATION
Copyright © 2003 by John Wiley & Sons, Inc. All rights reserved.
Published by John Wiley & Sons, Inc., Hoboken, New Jersey.
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Library of Congress Cataloging-in-Publication Data:
Ariyur, Kartik B.
Real-time optimization by extremum-seeking control / Kartic B. Ariyur, Miroslav Kristic´.
p. cm.
“A Wiley-Interscience publication.”
Includes bibliographical references and index.
ISBN 0-471-46859-2 (cloth)
1. Adaptive control systems.
I. Kristic´, Miroslav.
II.Title.
TJ217.A665 2003
629.8⬘36—dc21
Printed in the United States of America.
10 9 8 7 6 5 4 3 2 1
2003053460
Contents
Preface
I THEORY
1 SISO Scheme and Linear Analysis
1.1 Extremum Seeking for a Static Map
1.2 Single Parameter Extremum Seeking
for Plants with Dynamics
1.2.1 Single Parameter LTV Stability Test
1.2.2 Single Parameter LTI Stability Test
1.2.3 Single Parameter Compensator Design
1.3 Single Parameter Example
Notes and References
2 Multiparameter Extremum Seeking
2.1 Output Extremization in Multiparameter Extremum Seeking
2.1.1 Multivariable LTV Stability Test
2.1.2 Multivariable LTI Stability Test
2.2 Multiparameter Design
2.3 Multiparameter Simulation Study
2.3.1 Step Variations in B*(t) and f*(t)
2.3.2 General Variations in B*(t) and f*(t)
Notes and References
3 Slope Seeking
3.1 Slope Seeking on a Static Map
3.2 General Single Parameter Slope Seeking
3.3 Compensator Design
3.4 Multiparameter Gradient Seeking
Notes and References
v
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1
3
4
6
8
11
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18
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21
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26
34
39
40
41
43
4 7
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58
60
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CONTENTS
4 Discrete Time Extremum Seeking
4.1 Discrete-Time Extremum Seeking Control
4.2 Closed-Loop System
4.3 Stability Analysis
4.4 Example
Notes and References
5 Nonlinear Analysis
5.1 Extremum Seeking: Problem Statement
5.2 Extremum Seeking Scheme
5.3 Averaging Analysis
5.4 Singular Perturbation Analysis
Notes and References
6 Limit Cycle Minimization
6.1 Scheme for Limit Cycle Minimization
6.2 Vander Pol Example
6.3 Analysis
Notes and References
II APPLICATIONS
7 Antilock Braking
7.1 Model of a Slipping Wheel
7.2 ABS via Extremum Seeking
Notes and References
8 Bioreactors
8.1 Dynamic Model of a Continuous Stirred Tank Reactor
8.2 Optimization Objective
8.3 Bifurcation Analysis of the Open-Loop System
8.3.1 Monad Model
8.3.2 Haldane Model
8.4 Extremum Seeking via the Dilution Rate
8.4.1 Monod Model
8.4.2 Haldane Model
8.5 Feedback with Washout Filters for the Haldane Model
8.5.1 Control Design
8.5.2 Simulation Results
Notes and References
61
61
62
65
68
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CONTENTS
Vll
9 Formation Flight
9.1 Wingman Dynamics in Close Formation Flight
9.1.1 Wake Model
9.1.2 Forces and Moments on the Wingman in the Wake
9.1.3 Wingman Equilibrium in the Wake
9.1.4 Wingman Dynamics in the Wake
119
122
122
124
126
127
129
133
9.3.1 Formulation as a Standard Extremum Seeking Problem 133
137
9.3.2 Extremum Seeking Design for Formation Flight
138
141
9.2 Formation-Hold Autopilot
9.3 Extremum Seeking Control of Formation Flight
9.4 Simulation Study
Notes and References
10 Combustion Instabilities
10.1 Identification of Averaged Pressure Magnitude Dynamics
10.2 Controller Phase Tuning via Extremum-Seeking
10.3 Experiments with the Adaptive Algorithm
10.4 Instability Suppression during Engine Transient
Notes and References
11 Compressor Instabilities: Part I
11.1 Model Derivation
11.2 Equilibria in the E-MG3 Model
11.3 Skewness
11.4 Open-Loop Bifurcation Diagrams
11.5 Pre-Control Analysis: Critical Slopes
11.6 Control Design
11.6.1 Enforcing a Supercritical Bifurcation
11.6.2 Linearization at a Stall Equilibrium
11.6.3 Stability at the Bifurcation Point
11.7 Pressure Peak Seeking for the Surge Model
11.8 Peak Seeking for the Full Moore-Greitzer Model
11.9 Simulations for the Full MG Model
Notes and References
12 Compressor Instabilities: Part II
12.1 Extremum Seeking on the Caltech Rig
12.1.1 Actuation for Stall Stabilization
12.1.2 Filter Design
12.2 Experimental Results
12.2.1 Initial Point on the Axisymmetric Characteristic
12.2.2 Initial Point on the Nonaxisymmetric Characteristic
12.3 Near Optimal Compressor Operation via Slope Seeking
Notes and References
143
144
146
149
152
154
157
160
163
164
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169
170
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196
viii
Appendices
A Continuous Time Lemmas
B Discrete Time Lemmas
C Aircraft Dynamics in Close Formation Flight
C.l C-5 and Flight Condition Data
C.2 Wake-Induced Velocity Field
C.3 Free Flight Model Data
C.4 Formation Flight Model: Influence Matrices
C.5 Formation-Hold Autopilot Parameters
D Derivation of Equations {11.8) and (11.10)
E Derivation of the Critical Slopes
F Proof of Lemma 11.1
Bibliography
Index
CONTENTS
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217
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223
235
Preface
Extremum seeking, a popular tool in control applications in the 1940s-1960s,
has seen a return as an exciting research topic and industrial real-time opti
mization tool in the 1990's. Extremum seeking is also a method of adaptive
control but it does not fit into the classical paradigm or model reference and
related schemes, which deal with the problem of stabilization of a known ref
erence trajectory or set point.
A second distinction between classical adaptive control and extremum seek
ing is that the latter is not model based. As such, it provides a rigorous, high
performance alternative to control methods involving neural networks.
Its
non-model based character explains the resurgence in popularity of extremum
seeking in the last half a decade: the recent applications in fluid flow, com
bustion, and biomedical systems are all characterized by complex, unreliable
models.
Extremum seeking is applicable in situations where there is a nonlinear
ity in the control problem, and the nonlinearity has a local minimum or a
maximum. The nonlinearity may be in the plant, as a physical nonlinearity,
possibly manifesting itself through an equilibrium map, or it may be in the
control objective, added to the system through a cost functional of an opti
mization problem. Hence, one can use extremum seeking both for tuning a
set point to achieve an optimal value of the output, or for tuning parameters
of a feedback law. The parameter space can be multivariable, a case we cover
extensively in this book.
This book overviews the efforts made over the last seven years to put
extremum seeking on a rigorous analytical footing and to make improvement
of performance in extremum seeking schemes systematic. Stability guidelines
that have been developed are applicable not only to static maps but also
to systems that combine static maps with dynamics in virtually any form,
with the single restriction that the dynamics be open loop stable. 1The main
accomplishment during the recent period, to which this book is dedicated,
is achieving convergence to the optimum on a time scale comparable to the
ix