Lie bracket approximations of RMSprop for Extremum Seeking Control

This paper presents novel extremum seeking algorithms inspired by RMSProp dynamics and based on Lie bracket approximation techniques. To inherit the behavior of the classical continuous-time RMSProp algorithm, we introduce an extremum seeking scheme that exploits second-order Lie brackets, allowing the excitation of squared gradient terms in the resulting Lie bracket system. Moreover, we propose two modified RMSProp-type algorithms that can be implemented using only first-order Lie bracket approximations, thereby reducing the complexity of the extremum seeking control design. The three resulting extremum seeking algorithms are compared through numerical simulations.