Skip to main content
Log in

Optimal control of linear systems with fractional derivatives

  • Research Paper
  • Published:
Fractional Calculus and Applied Analysis Aims and scope Submit manuscript

Abstract

Problem of time-optimal control of linear systems with fractional Caputo derivatives is examined using technique of attainability sets and their support functions.

A method to construct a control function that brings trajectory of the system to a strictly convex terminal set in the shortest time is elaborated. The proposed method uses technique of set-valued maps and represents a fractional version of Pontryagin’s maximum principle.

A special emphasis is placed upon the problem of computing of the matrix Mittag-Leffler function, which plays a key role in the proposed methods. A technique for computing matrix Mittag-Leffler function using Jordan canonical form is discussed, which is implemented in the form of a Matlab routine.

Theoretical results are supported by examples, in which the optimal control functions, in particular of the “bang-bang” type, are obtained.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. O. Agrawal, A general formulation and solution scheme for fractional optimal control problems. Nonlinear Dyn. 38, No 1–4 (2004), 323–337.

    Article  MathSciNet  Google Scholar 

  2. O.P. Agrawal, D. Baleanu, A Hamiltonian Formulation and a direct numerical scheme for fractional optimal control problems. J. Vib. Control 13, No 9-10 (2007), 1269–1281.

    Article  MathSciNet  Google Scholar 

  3. R.J. Aumann, Integrals of set valued functions. J. Math. Anal. Appl. 12, No 1 (1965), 1–12.

    Article  MathSciNet  Google Scholar 

  4. R.L. Bagley, P.J. Torvik, On the appearance of the fractional derivative in the behavior of real materials. J. Appl. Mech. 51 (1984), 294–298.

    Article  Google Scholar 

  5. V.I. Blagodatskikh, A.F. Filippov, Differential inclusions and optimal control. Tr. Mat. Inst. im. V.A. Steklova 169 (1985), 194–252 (in Russian).

    MathSciNet  MATH  Google Scholar 

  6. A. Chikrii, S. Eidelman, Generalized Mittag-Leffler matrix functions in game problems for evolutionary equations of fractional order. Cybern. Syst. Anal. 36, No 3 (2000), 315–338.

    Article  Google Scholar 

  7. A. Chikrii, I. Matichin, Presentation of solutions of linear systems with fractional derivatives in the sense of Riemann–Liouville, Caputo, and Miller–Ross. J. Autom. Inf. Sci. 40, No 6 (2008), 1–11.

    Article  Google Scholar 

  8. A. Debbouche, D. Torres, Sobolev type fractional dynamic equations and optimal multi-integral controls with fractional nonlocal conditions. Fract. Calc. Appl. Anal. 18, No 1 (2015), 95–121, DOi: 10.1515/fca-2015-0007; https://www.degruyter.com/view/j/fca.2015.18.issue-1/issue-files/fca.2015.18.issue-1.xml.

    Article  MathSciNet  Google Scholar 

  9. K. Diethelm, J. Ford, Numerical solution of the Bagley-Torvik equation. BIT Numer. Math. 42, No 3 (2002), 490–507.

    Article  MathSciNet  Google Scholar 

  10. R. Gorenflo, J. Loutchko, Y. Luchko, Computation of the Mittag-Leffler functio Eα,β(z) and its derivative. Fract. Calc. Appl. Anal. 5, No 4 (2002), 491–518.

    MathSciNet  MATH  Google Scholar 

  11. F.R. Gantmacher. The Theory of Matrices. AMS Chelsea Publishing, New York (1959).

    MATH  Google Scholar 

  12. R. Garrappa, Numerical evaluation of two and three parameter Mittag-Leffler functions. SIAM J. Numer. Anal. 53, No 3 (2015), 1350–1369.

    Article  MathSciNet  Google Scholar 

  13. N.J. Higham, Functions of Matrices: Theory and Computation. SIAM, Philadelphia (2008).

    Book  Google Scholar 

  14. A. Kilbas, H. Srivastava, J. Trujillo. Theory and Applications of Fractional differential Equations. Elsevier, Amsterdam (2006).

    MATH  Google Scholar 

  15. V. Kiryakova, A brief story about the operators of generalized fractional calculus. Fract. Calc. Appl. Anal. 11, No 2 (2008), 201–218; at; http://www.math.bas.bg/complan/fcaa.

    MathSciNet  MATH  Google Scholar 

  16. I. Matychyn, V. Onyshchenko, Time -optimal control of fractional-order linear systems. Fract. Calc. Appl. Anal. 18, No 3 (2015), 687–696; DOi: 10.1515/fca-2015-0042; https://www.degruyter.com/view/j/fca.2015.18.issue-3/issue-files/fca.2015.18.issue-3.xml.

    Article  MathSciNet  Google Scholar 

  17. I.I. Matychyn, V.V. Onyshchenko, Time -optimal problem for systems with fractional dynamics. J. Autom. Inf. Sci. 48, No 8 (2016), 37–45.

    Article  Google Scholar 

  18. I. Matychyn, Matrix Mittag-Leffler function. MATLAB Central File Exchange (2017); File ID: 62790.

    Google Scholar 

  19. C. Moler, C. Van Loan, Nineteen dubious ways to compute the exponential of a matrix, twenty-five years later. SIAM Rev. 45, No 1 (2003), 3–49.

    Article  MathSciNet  Google Scholar 

  20. S. Pooseh, R. Almeida, D.F.M. Torres, Fractional order optimal control problems with free terminal time. J. Ind. Manag. Optim. 10, No 2 (2014), 363–381.

    MathSciNet  MATH  Google Scholar 

  21. B. Pshenichnyi, V. Ostapenko. differential Games. Naukova Dumka, Kiev (1992) (in Russian).

    Google Scholar 

  22. C. Tricaud, Y. Chen, Time -optimal control of systems with fractional dynamics. Int. J. Differ. Equ. 2010 (2010), Art. # 461048, 16 pp.

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Ivan Matychyn.

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Matychyn, I., Onyshchenko, V. Optimal control of linear systems with fractional derivatives. FCAA 21, 134–150 (2018). https://doi.org/10.1515/fca-2018-0009

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1515/fca-2018-0009

MSC 2010

Key Words and Phrases

Navigation