On LQ optimization problem subject to fractional order irregular singular systems

Abstract

In this paper we discuss the linear quadratic (LQ) optimization problem subject to fractional order irregular singular systems. The aim of this paper is to find the control-state pairs satisfying the dynamic constraint of the form a fractional order irregular singular systems such that the LQ objective functional is minimized. The method of solving is to convert such LQ optimization into the standard fractional LQ optimization problem. Under some particularly conditions we find the solution of the problem under consideration.

Keywords

• linear quadratic optimization
• fractional order
• irregular singular system
• caputo fractional derivative
• mittag-leffler function