A proportional integral extremum-seeking control approach for discrete-time nonlinear systems

This paper proposes a proportional-integral extremum-seeking control technique for a class of discrete-time nonlinear dynamical systems with unknown dynamics. The technique is a generalisation of existing time-varying extremum-seeking control (ESC) techniques that provides fast transient performance of the closed-loop system to the optimum equilibrium of a measured objective function. The main contribution of the proposed technique is the addition of a proportional action that can be used to minimise the impact of a time-scale separation on the transient performance of the ESC system. The integral action fulfils the role of standard ESC techniques to identify optimal equilibrium conditions. The effectiveness of the proposed approach is demonstrated using a simulation example.