Multi-time scale control and optimization via averaging and singular perturbation theory: From ODEs to hybrid dynamical systems

Multi-time scale techniques based on singular perturbations and averaging theory are among the most powerful tools developed for the synthesis and analysis of feedback control algorithms. This paper introduces some of the recent advances in singular perturbation theory and averaging theory for continuous-time dynamical systems modeled as ordinary differential equations (ODEs), as well as for hybrid dynamical systems that combine continuous-time dynamics and discrete-time dynamics. Novel multi-time scale analytical tools based on higher-order averaging and singular perturbation theory are also discussed and illustrated via different examples. In the context of hybrid dynamical systems, a class of sufficient Lyapunov-based conditions for global stability results are also presented. The analytical tools are illustrated through various new architectures and algorithms within the context of adaptive and extremum-seeking systems. These tools are suitable for the study of model-free optimization and stabilization problems that require the synergistic use of continuous-time and discrete-time feedback. The paper aims to acquaint the reader with a range of modern tools for studying multi-time scale phenomena in optimization and control systems, providing some guidelines for future research in this field.