Fixed terminal time fractional optimal control problem for discrete time singular system

Abstract

This paper presents the formulation and numerical simulation for linear quadratic optimal control problem (LQOCP) of free terminal state and fixed terminal time fractional order discrete time singular system (FODSS). System dynamics is expressed in terms of Riemann-Liouville fractional derivative (RLFD), and performance index (PI) in terms of state and costate. Because of its complexity, finding analytical and numerical solutions to singular system (SS) is difficult. As a result, we use coordinate transformation to convert FODSS to its corresponding fractional order discrete time nonsingular system (FODNSS). After that, we obtain the necessary conditions by employing a Hamiltonian approach. The relevant conditions are solved using the general solution approach. For the analysis of formulation and solution algorithm, a numerical example is illustrated. Results are obtained for various �� values. According to state of the art, this is the first time that a formulation and numerical simulation of free terminal state and fixed terminal time optimal control problem (OCP) of FODSS is presented.

Keywords

• fractional order differential equation
• discrete time singular system
• fractional derivative
• linear quadratic optimal control problem