基于梯度的极值搜索:通过Lie括号近似进行性能调整

Christophe Labar, Jan Feiling, C. Ebenbauer
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引用次数: 6

摘要

在本文中,我们提出了一种无模型求极值系统,它近似于一个滤波梯度下降律,而不是一个简单的梯度下降律。也就是说,我们认为在梯度下降律中,梯度在被馈送之前是低通滤波的。利用李括号的形式,我们导出了近似过滤梯度下降律的一般类型的系统,并重点讨论了四种特殊的方案。第一个保证了更新速率的有界性。后三种方法通过调整抖动幅度来提高稳态精度。仿真分析了这些方案的性能,并与逼近简单梯度下降律的极值搜索系统的性能进行了比较。
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Gradient-Based Extremum Seeking: Performance Tuning via Lie Bracket Approximations
In this paper, we propose model-free extremum seeking systems approximating a filtered-gradient descent law, instead of a simple gradient descent law. Namely, we consider that the gradient is low pass filtered before being fed in the gradient descent law. Exploiting the Lie bracket formalism, we derive general classes of systems that approximate the filtered- gradient descent law, and we focus on four particular schemes. The first ensures the boundedness of the update rates. The last three adapt the dither amplitude to enhance the steady state accuracy. The performances of those schemes are analyzed in simulation and compared with the performances of extremum seeking systems approximating a simple gradient descent law.
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