Asymptotic, Exponential, and Prescribed-Time Unbiasing in Seeking of Time-Varying Extrema

Abstract: Our recently developed "unbiased" extremum seeking (uES) algorithms ensure perfect convergence to the optimum at a user-assigned exponential rate or, more powerfully, within a user-prescribed time. Unlike classical approach, these algorithms use time-varying adaptation and controller gains, along with constant or time-varying probing frequencies (chirp signals). This paper advances our earlier uES designs from strongly convex maps with static optima to a broader class of convex cost functions with time-varying optima diverging at arbitrary rates, even in finite time. This advancement first motivates the use of Lie bracket averaging instead of classical averaging due to the average system system, which doesn't necessarily need to be exponentially convergent, and the existence of non-periodic time-varying parameters; second, it necessitates the formulation of non-trivial and key feasibility conditions for the choice of time-varying design parameters and their decay/growth rates in relation to the convexity of the map and the divergence rate of optima. These conditions indicate that, for constant-frequency probing, the user-defined asymptotic rate of unbiasing is limited by the convexity of the map. However, this rate can be made arbitrarily fast (including asymptotic, exponential, and prescribed time) using chirpy probing, which requires sufficiently rapid frequency and adaptation growth to enable tracking of faster-diverging optima. In addition to numerical simulations of the designs, we experimentally test the feasibility of exponential uES for tuning the angular velocity of a unicycle to seek a static light source.