Extremum seeking in control: Methods, Theory and Applications


Martin Guay, Queen's University Canada

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Denis Dochain, UCLouvain

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Schedule and place

This 15-hour course will take place in six sessions over three days at UCLouvain - Euler building (room A.002) Avenue Georges Lemaître,4 - 1348 Louvain la Neuve

Schedule : 

  • April 25, 26 : 09:45-12:30 and 14:00-16:45
  • April 27: 09:15-12:00 and 13:15-16:00

Including a 15-minute coffee break in each session

Travel instruction are available here


Extremum-seeking control (ESC) has grown to become the leading approach to solve realtime
optimization problems. Following 20 years of research developments, this strikingly
general and practically relevant control approach is now equipped with an established and
well understood control theoretical framework. The objective of this course is to provide a
detailed introduction to the most recent fundamental developments in this field for
researchers, graduate students and practitioners. The focus of the course is on the design
of ESC systems using various leading methodologies which include classical perturbation
based methods, estimation based methods and Lie-bracket averaging techniques. The first
objective of the course is to present recent contributions to the design of fast ESC systems
that can overcome the performance limitations of the classical approaches. The advent of
fast techniques have sparked developments in new areas of applications such as
distributed optimization, model-free control, observer design and deep learning. The
second objective of the course is to present many important generalizations of ESC design
techniques. These include the design of ESC for 1) multivariable systems, 2) systems
subject to actuator limitations, 3) delay systems, 4) optimal output regulation, and 5)
constrained optimization problems. The third objective of the course is to present several
emerging applications of ESC in energy systems, biotechnology and power systems.

Outline of the course
1. Basic ESC Loop: Analysis and Performance
2. Fast ESC: Methods and Analysis
3. ESC Generalizations: Challenges and Methods
4. ESC in practice: Applications and Case Studies
5. Beyond ESC: Adaptation and learning

Course material

To be determined


To be determined