VOL. 21 | 2020 Optimal Control for Discrete-Time, Linear Fractional-Order Systems with Markovian Jumps
Viorica Mariela Ungureanu

Editor(s) Ivaïlo M. Mladenov, Vladimir Pulov, Akira Yoshioka

Geom. Integrability & Quantization, 2020: 291-301 (2020) DOI: 10.7546/giq-21-2020-291-301

Abstract

This paper considers a finite-horizon linear quadratic (LQ) optimal control problem for a class of stochastic discrete-time, linear systems of fractional order which are generated by the operator involved in the definition of the fractional-order derivative of Grünwald-Letnikov type. This subject is new for discrete-time, linear, fractional-order systems (DTLFSs) with infinite Markovian jumps. We use an equivalent linear expanded-state model of the DTLFS with jumps and an equivalent quadratic cost functional to reduce the original optimal control problem to a similar one for discrete-time, linear, integer-order systems with Markovian jumps. The obtained optimal control problem is then solved by applying a dynamic programming technique.

Information

Published: 1 January 2020
First available in Project Euclid: 14 October 2020

Digital Object Identifier: 10.7546/giq-21-2020-291-301

Rights: Copyright © 2020 Institute of Biophysics and Biomedical Engineering, Bulgarian Academy of Sciences

PROCEEDINGS ARTICLE
11 PAGES

This article is only available to subscribers.
It is not available for individual sale.
+ SAVE TO MY LIBRARY

Back to Top