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

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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.

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