Adaptive Numerical Differentiation for Extremum Seeking with Sensor Noise

Abstract: Extremum-seeking control (ESC) is widely used to optimize performance when the system dynamics are uncertain. However, sensitivity to sensor noise is an important issue in ESC implementation due to the use of high-pass filters or gradient estimators. To reduce the sensitivity of ESC to noise, this paper investigates the use of adaptive input and state estimation (AISE) for numerical differentiation. In particular, this paper develops extremum-seeking control with adaptive input and state estimation (ESC/AISE), where the high-pass filter of ESC is replaced by AISE to improve performance under sensor noise. The effectiveness of ESC/AISE is illustrated via numerical examples.