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Fixed final time and free final state optimal control problem for fractional dynamic systems – linear quadratic discrete-time case

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Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
The optimization problem for fractional discrete-time systems with a quadratic performance index has been formulated and solved. The case of fixed final time and a free final state has been considered. A method for numerical computation of optimization problems has been presented. The presented method is a generalization of the well-known method for discrete-time systems of integer order. The efficiency of the method has been demonstrated on numerical examples and illustrated by graphs. Graphs also show the differences between the fractional and classical (standard) systems theory. Results for other cases of the fractional system order (coefficient ) and not illustrated with numerical examples have been obtained through a computer algorithm written for this purpose.
Rocznik
Strony
681--690
Opis fizyczny
Bibliogr. 34 poz., wykr.
Twórcy
  • Electrical Engineering Institute of Control and Industrial Electronics, Warsaw University of Technology, 75 Koszykowa St., 00-662 Warszawa, Poland
  • Bumar Elektronika S.A., 30 Poligonowa St., 04-451 Warszawa, Poland
Bibliografia
  • [1] A. Dzieliński, D. Sierociuk, and G. Sarwas, “Some applications of fractional order calculus”, Bull. Pol. Ac.: Tech. 58 (4), 583-592 (2010).
  • [2] D. Sierociuk, A. Dzieliński, G. Sarwas, I. Petras, I. Podlubny, and T. Skovranek, “Modelling heat transfer in heterogeneous media using fractional calculus”, Phil. Trans. R. Soc. A (371), 20130146 (2013).
  • [3] D. Sierociuk and B.M. Vinagre, “Infinite horizon statefeedback LQR controller for fractional systems”, Decision andControl (CDC), 2010 49th IEEE Conf. 1, 6674-6679 (2010).
  • [4] C. Tricaud and Y.Q. Chen, “An approximate method for numerically solving fractional order optimal control problems of general form”, Comput. Math. Appl. 59, 1644-1655 (2010).
  • [5] C. Tricaud and Y.Q. Chen, “Time-optimal control of systems with fractional dynamics”, Int. J. Differ. Equ. 1, 1-16 (2010).
  • [6] M. Busłowicz, “Stability analysis of continuous-time linear systems consisting of n subsystems with different fractional orders”, Bull. Pol. Ac.: Tech. 60 (2), 279-284 (2012).
  • [7] R. Bellman, Dynamic Programming, University Press, Princeton, 1957.
  • [8] T. Kaczorek, Control Theory, vol. II, PWN, Warsaw, 1981, (in Polish).
  • [9] F.L. Lewis and V.L. Syrmos, Optimal Control, 2nd ed, Wiley- IEEE, London, 1995.
  • [10] D.S. Naidu, Optimal Control Systems, Electrical Engineering, CRC Press, Inc., Boca Raton, 2002.
  • [11] P. Ostalczyk, Epitome of the Fractional calculus: Theory andIts Applications in Automatics, Lodz University of Technology Publishing House, Łodź, 2008.
  • [12] I. Podlubny, Fractional Differential Equations. An Introductionto Fractional Derivatives, Fractional Differential Equations,Some Methods of Their Solution and Some of Their Applications, Academic Press, San Diego, 1999.
  • [13] S.G. Samko, A.A. Kilbas, and O.I. Marichev, Fractional Integralsand Derivatives: Theory and Applications, Gordon and Breach Science, New York, 1993.
  • [14] A.A. Kilbas, H.M. Srivastava, and J.J. Trujillo, Theory andApplications of Fractional Differential Equations, vol. 204, Elsevier Science Inc., New York, 2006.
  • [15] F. Liu, M.M. Meerschaert, S. Momani, N.N. Leonenko, C. Wen, and O.P. Agrawal, “Fractional differential equations”, Int. J. Differ. Equations 464321, CD-ROM (2010).
  • [16] X. Cai and F. Liu, “Numerical simulation of the fractionalorder control system”, J. Appl. Math. Comput. 23, 229-241 (2007).
  • [17] M.M. Meerschaert and C. Tadjeran, “Finite difference approximations for fractional advection-dispersion flow equations”, J. Computational and Applied Mathematics 172 (1), 65-77 (2004).
  • [18] O.P. Agrawal, “Formulation of Euler - Lagrange equations for fractional variational problems”, J. Mathematical Analysis andApplications 272 (1), 368-379 (2002).
  • [19] O.P. Agrawal, “A general formulation and solution scheme for fractional optimal control problems”, Nonlinear Dynamics 38, 323-337 (2004).
  • [20] O.P. Agrawal, “Fractional variational calculus and the transversality conditions”, J. Physics Math. Theor. 39, 10375-10384 (2006).
  • [21] O.P. Agrawal, “Fractional variational calculus in terms of Riesz fractional derivatives”, J. Physics. Math. Theor. 40 (24), 6287-6303 (2007).
  • [22] O.P. Agrawal, “A general finite element formulation for fractional variational problems”, J. Mathemat. Analysis and Appl. 337 (1), 1-12 (2008).
  • [23] G.S.F. Frederico and D.F.M. Torres, “Fractional conservation laws in optimal control theory”, Nonlinear Dynamics 53 (3), 215-222 (2008).
  • [24] Z. D. Jelicic and N. Petrovacki, “Optimality conditions and a solution scheme for fractional optimal control problems”, JStruct Multidisciplinary Optimization 38 (6), 571-581 (2008).
  • [25] R.K. Biswas and S. Sen, “Fractional optimal control problems with specified final time”, ASME J. Comput. Nonlinear Dyn. 6, 021009.1-021009.6 (2011).
  • [26] R.K. Biswas and S. Sen, “Fractional optimal control problems: a pseudo-state-space approach”, J. Vib. Control 17, 1034-1041 (2010).
  • [27] D. Sierociuk and A. Dzieliński, “Fractional Kalman filter algorithm for the states, parameters and order of fractional system estimation”, Int. J. Appl. Math. Comput. Sci. 16 (1), 129-140 (2006).
  • [28] D. Sierociuk, I. Tejado, and B.M. Vinagre, “Improved fractional Kalman filter and its application to estimation over lossy networks”, Signal Processing 91 (3), 542-552 (2011).
  • [29] T. Kaczorek, “New stability tests of positive standard and fractional linear systems”, Circuits and Systems 2, 261-268 (2011).
  • [30] T. Kaczorek, “Positive linear systems consisting of n subsystems with different fractional orders”, IEEE Trans. on Circuitsand Systems 58, 1203-1210 (2011).
  • [31] T. Kaczorek, Selected Problems of Fractional Systems Theory, Lecture Notes in Control and Information Sciences 411, Springer, Berlin, 2011.
  • [32] T. Kaczorek, “Positive fractional continuous-time linear systems with singular pencils”, Bull. Pol. Ac.: Tech. 60 (1), 9-12 (2012).
  • [33] A. Dzieliński and P. M. Czyronis, “Fixed final time optimal control problem for fractional dynamic systems - linear quadratic discrete-time case”, Advances in Control Theory andAutomation 1, 71-80 (2012).
  • [34] A. Dzieliński and P. M. Czyronis, “Computer algorithms for solving optimization problems for discrete-time fractional systems”, Eur. Control Conf. ECC 1, CD-ROM (2013).
Typ dokumentu
Bibliografia
Identyfikator YADDA
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