Proceedings of the American Control Conference
Chicago, Illinois June 2000
On the Application of Multi-Parameter Extremum Seeking
Control
Gregory C. Walsh
Department of Mechanical Engineering
University of Maryland
College Park, MD 20742
Abstract
In many control applications the best set point for op-
eration is not know a priori, and yet, controller design
tools tend to focus on regulation to known set points
and reference trajectories. This paper presents and an-
alytically verifies techniques for on-line optimization of
set points. The main contributions of this paper in-
clude a new control law for multiple parameter set-
points and a proof of exponential stability for the av-
eraged system. Methodologies for implementing this
control law in a discrete time setting are discussed.
The application of this new algorithm to a magneti-
cally suspended flywheel is detailed. The extremum
seeking controller is used to minimize vibrations and
the results of twenty runs compared with the expected
physical model of the process. The fit is poor enough
to justify the use of the on-line optimizer proposed.
1 Introduction
In this paper we provide a general framework for multi-
parameter extremum seeking control in an effort to ex-
tend the pioneering work in [5,6]. There are essentially
three time scales in an extremum seeking control sys-
tem: the plant,the search, and the estimation. The
searching algorithm selects equilibrium points for the
plant and does so slowly enough the plant may be ap-
proximated by a static map using singular perturbation
theory. The algorithm parameter S controls the size of
the space searched, and for sufficiently small 6 this area
will be locally convex. The estimation gain k is chosen
small in order to average the search results, creating
the third and slowest time scale, estimation.
Multiple parameters are addressed simultaneously by
frequency division in continuous time or code division
in discrete time. That is, a set of orthogonal periodic
functions are selected and each injected into a separate
parameter channel. After passing through the plant,
the resulting mix is then demodulated and relevant
gradient information extracted and used in a steepest
decent estimator.
0-7803-5519-9/00 $10.00 0 2000 AACC
In addition to handling several unknown parameters
simultaneously, the new algorithm presented in this
paper places few conditions on the system, filters or
search functions and hence leaves much room for inno-
vation, such as using lead compensation on the estima-
tion loop. Two additions used in the flywheel appli-
cation but not within the scope of the analysis include
the automatic scaling of S and choosing estimation gain
k and search size 6 and separately for each parameter
channel.
Consider a general MIS0 nonlinear model
where z ( t ) E !Rnis the state, u ( t ) E !Rm is the input,
y(t) E !R is the cost output, and f,h are smooth. Fur-
ther we have a control law u = u(z,O) parameterized
by the vector 8 E !RP which renders the system glob-
ally (or locally) exponentially stable with equilibrium
point z = l ( 8 ) . The parameter E is a measure of the
speed of convergence. As E + 0, the system becomes
singularly perturbed and Tikhonov’s theorem [3] may
be employed.
The output y(t) reports to cost of state z ( t ) and we
assume the existence of a global optimum 8 * . With-
out loss of generality we assume the optimal point is
a minimum. Define e(t) = 8 ( t ) - 8*. The cost func-
tion g(e) = h o Z(e + 8.) - h o Z(8*)is assumed to satisfy
globally (locally) convexity assumptions. That is, there
exists five positive numbers 0 1 , 0 2 , 0 3 , 0 4 , cr5 and a dis-
tance r such that
(3)
for all e such that llell < T.
Remarks:
All of these conditions are satisfied locally for suf-
ficiently smooth g with isolated equilibrium with
non-zero second derivatives.
41 1
 0 These conditions may be relaxed for slower than 2 Analysis
exponential convergence rates. Convexity is
needed, however. For small 6 we consider the singularly perturbed [3]
solution of the system. That is, we set

s(t) = l(e(t) + O* + 6Se(t))

Plant
h(z) = d e ( t ) ) (5)

I + - I " to find the differential equations

1 rI ' - z 9 -xlLow
I lnlrpnlor
-Faller
i P&S

Ch"l
1_ _ _ _ _ _ _ - - - - - - _ _ - - I
I
I
I
1
The time periodic portion of equation 6 appears in the
input stage scaled by 6, and is consequently small. Ex-
pand the map g with respect to small 6 and apply
:J Sd(t)ST(t)dt= I p , the p x p identity matrix.
io = a050 +Bg(e) +
Figure 1: The block diagram of the extremum seeking
controller.
+ lT B ( d v g ( e ) S e ( t >+ o(62))

We now add the estimator dynamics to the control sys-

tem. The equations of motion become
. ,
EX = f(z,u ( z ,e + e* + 6 S e ( t ) ) ) = AZ +B 6 2 v g ( q +~o(63)
ZO = aOzO + b o h ( z )
= -kCZ (7)
i = A2 + d B S d ( t ) ( ~ z o h ( z ) ) + t?

d = -kCz
where k is the estimation gain, S e ( t ) Sd(t), are vectors
of T periodic encoding and decoding functions, and 6
a small positive number. The filter Co(ao, bo, C O , 1) is
high pass, and C ( A ,B , C, 0) the concatenation of p in-
dependent low pass filters. Hence z = [zl;z 2 ; . . . ; zp]
and A = diag(a1 ,a2, . . . ,a,}. The matrices B and C
employ bi and ci respectively to implement the filters.
The encoding S e ( t )and decoding functions Sd(t) serve
to separate searches among different parameters. These
functions are assumed to be normal in the sense that
:J S d ( t ) S T ( t ) d t = I,, the p x p identity matrix. Such
functions can be constructed using sinusoids in contin-
uous time and orthogonal codes in discrete time.
Remark: The purpose of the high-pass filter CO is to
remove the average value of g ( e ) from the output signal;
the purpose of the low-pass filters Ci is to average the
parameter gradient information. The filters allow for
higher gains in the continuous system estimators, and
although not necessary for the analysis, are included
for completeness. The high-pass filter is removed by
the averaging arguments along with the average value
of g ( e ) ; the low-pass filters prove more complicated and
must be carried though the entire Lyapunov argument.
(4) where O(6j) are terms dependent on z and e and the
parameter 6 in a j or higher order manner.
Proposition 1 T h e uverage, singularly perturbed
equations 7 are globally exponentially stable for small
positive 6 and k.
The dynamics of the high pass filter CO, when aver-
aged, are decoupled for small 6. They depend on the
dynamics of E and Zi but the relationship is not recip-
rocal. We will show the averaged dynamics of E and Zi
are stable, as the high-pass filter dynamics follows suit.
Each filter Ci is stable, so there exists a positive definite
matrices Pt which solve aTPt + P t a i = - I . We also
know that since ai has no poles at the origin, ai1 is well
defined. For convenience we assume the passband gain
of the filter is 1, hence h(0) = -ciu;lbi = 1. Consider
the following Lyapunov function.
Y
V(Z,E ) = g(E) +k (ZTPtZi + VgiciaLlZi) (8)
i=l
First we verify that the function is positive definite
decresent. Certainly if = 0 and Z = 0 then V ( z ,e) =

412
0. First examine whether V(E,E)>_ 0. Note that we for all i so again by the quadratic formula we may con-
can write k E:=, Vgiciai'zi is equal to clude that

= kVg(e)diag{ciai'}z
5 klldiadc1ai' 1II IlVgll llzll (9)
+k2ETQz
and further with 70 equal to the minimum singular
value of all P t ,
P
zTPfzZi = zTdiag(PfZ)z
i=l

2 II~1I2Yo (10) As matrix Q multiplied by a second order gain k while

the negative definite part is first order in k, for small k
we have we have % quadratically negative definite. The aver-
aged system is exponentially stable for a region deter-
mined by the validity of the a-bounds on g(e), so for
global stability, T = CO.

For sufficiently small k

3 Application
(k7d2 < a1k7o (12)
which implies, via the quadratic formula The algorithm was simulated on several test cases be-
fore its application to the flywheel. The interior of
V(Z,z) > f (ai llE1I2 + k7011zl12) (13) the estimator block is shown in figure 2. For every
frequency used, two parameters can be identified as
The Lyapunov function is decrescent because g(e) < one might suspect from adaptive control [8]. In this
a211e1I2 and the remaining terms are quadratic in na- example, the signals were 90 degrees phase separated
ture. and hence orthogonal. Simulation results are shown
in Figure 3, with optimal set point arbitrarily chose
The derivative % is equal to to be (-2,3). The plant in the simulation was an ill-
conditioned, randomly chosen quadratic static map.
P
- k c (-Vgicizi + 2 (Z'Ptaizi + b2$Pij:biVgi)) +
i=l
P
k (Vgicia,la& + Vgi62ciai1biVgi) -
i=l
P
k V2gijc,kjzjciai1& (14)
i,j=l
Figure 2: T h e Simulink block diagram for a single esti-
Note the first term is cancelled, and a quadratic term mation channel.
for the error is introduced after applying
The energy storage flywheel [9, 41 built by the author'
62ciai1bi = -S2 consists of two magnetic bearings which together sus-
(aTPij:+Pij:ai) = I . (15) pend a cylindrical shell consisting of a fiber-wound
epoxy composite as seen in figure 4. The shell serves
The resulting equations reduce to as the flywheel, designed without a hub so that stress
concentrations are avoided. A brushless DC motor,
sandwiched between the two bearings, spins the fly-
wheel up or down, adding or removing kinetic energy
from the system. The control system has, as a conse-
quence, x and y-axis inputs and outputs for both the
where the i , j t h matrix element of Q is Qij = upper and lower bearings for a total of four coupled in-
V2gjicTcjay1. For sufficiently small 6 we have puts and outputs with the the z-axis direction passively
'The author worked on a team consisting of Ronald Zmood,
James Kirk, Kevin Kefauver, and Louis Hromada. The project
was funded by an SBIR through NASA Glenn.

413
 Figure 5: Two-plane point mass model for mass unbal-
ance.

Figure 3: The estimate time history.
suspended and rotation about the z-axis is controlled
by the brushless DC motor.
methods require the estimation of the mass unbalance,
either as an axis mismatch with four parameters or as
two point masses with four parameters. The second ap-
proach was chosen even though it is speed limited due
to the finite bandwidth of the bearing actuators. The
second approach yields direct insight t o mass removal
needed to balance the wheel.

The linearized equations of motion for the plant are

- - - K z ( t ) + w * P-dx (4 + Bu(t)
d2z(t)
dt2 dt

Figure 4: A photograph of the energy storage flywheel

prototype, disassembled.

Flywheels are used for attitude control in low-earth or-

bit (LEO) satellites. The attitude control flywheels,
with extensive modification, can be used also to store
energy in lieu of chemical batteries. Vibration prob-
lems due to mass unbalance in the wheel are partic-
ularly acute because a flywheel must be spun at high
B = [ l/m
0
0
h
J,I
0
l/m
-h/Jxz
0
l/m
0
0
-h/Jzx
0
l/m
h/Jxx
0
speeds in order to be used in for energy storage. Mass
imbalances are due to voids and other imperfections in
the fiber wound expoxy-composite rotor and create a
mismatch between the geometric and inertial z-axis of
rotation. The literature [2, 71 traditionally models the
c =
1 0 0
0 1 - h
[ 0l 10 h
0 ]-;
h
0

imbalance in a rigid rotor as two point masses, the first
located on the top rim, the second on the bottom rim
as shown in figure 5. The net effect of the point masses
is to introduce a force rotating with the flywheel [l].
Both the amount of mass and their angular positions
are unknown.
The effect may be compensated for either by letting the
flywheel spin about its inertial axis or forcing it to spin
about its geometric axis SBLC94.art,KTF97.art. Both
(20)
where z ( t ) = [xcm,ycm, $ ( t ) ,$ ( t ) ] ,u ( t ) is the vector of
coil input currents, y(t) is the vector of distance mea-
surements, and w is the operating speed of the wheel,
measured in rad/s. For the flywheel under considera-
tion, the rotational inertia about the x and y body-axe
of the flywheel is 1.563e-4 Nm s2, the rotational inertia
about the L axis is 1.141e-4 Nm s2. The dimension-
less shape factor p is approximately 1. The mass of
the wheel is 340 grams, the height from the center of

414
mass is 3 cm. A linearized coil model gives the actuator
parameters kl and kz.
The linearized model of the plant is a function of the
z-axis rotational angular velocity. At operating speeds
below 10,000RPM, the flywheel has four unstable poles
mirrored by four stable poles. At 10,000 RPM, four
poles reach and thereafter remain confined to the imag-
inary axis, as shown in Figure 6. When the lineariza-
tion of the flywheel has imaginary open loop poles, it
is considered high-speed.
Figure 6: The roots locus of the flywheel open-loop poles
as a function of operating speed.
The multi-parameter optimizer was run for 20 differ-
ent operating speeds of the flywheel. The separation
of time scales used in the analysis was well supported
in implementation: the feedback law for the the plant
was run at 20kHz and the estimation algorithm at 10
Hz, both on a single TMS320C31 DSP. Using orthogo-
nal codes instead sinusoids greatly simplified the digital
implementation of the search algorithm. The two-plane
model of the mass unbalance suggests a quadratic re-
lationship between correcting force magnitude and op-
erating speed. The results, shown in Figure 7, shows
poor fit to a least squares quadratic although the gen-
eral trend is correct. The unbalance model used is to
simple to capture the true behavior of the system; this
inaccuracy is compensated for by the four parameter
extremum seeking controller.
4 Conclusion
This paper contributes a new control law for multiple
parameter set-points and a proof of exponential stabil-
ity for the averaged system. Results of the application
of this new algorithm to a magnetically suspended fly-
wheel are discussed. The extremum seeking controller
demonstrates the need for on-line estimation of the vi-
bration parameters when the physical models used t o
describe the disturbance process are uncertain.
415
1.8-
1.6 -
1.4 -
5 l.* -
/’’
Figure 7: Magnitude of the resulting correcting term as
a function of flywheel operating speed for both
the upper and lower bearings. The solid line
indicates a least square fit.
References
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