Fractional Order Linear Quadrat'ic Regulator

Yan Li and YangQuan Chen

Abstract-In this paper, we formulate the fractional linear quadratic regulator (LQR) problem. The analytical solution of fractional optimal control near the origin and infinity are derived. It is shown that the optimal control to the linear fractional system can be computed through the corresponding fractional Euler-Lagrange equations. Moreover, the analytical analysis of right-sided fractional equation is discussed, which relates to the construction and solution of fractional LQR problems. The matrix Mittag-Leffler function is used here to serve as the fundamental solution of high-dimension linear fractional equations. More detailed discussions about fractional systems and right-sided fractional operators are provided and summarized. Finally, two illustrated simulation results are provided as a proof of concept.

controllability of fractional-order linear time invariant (FOLTI) systems. Several new controllers for the application of fractional LQR were applied in [ 1 1]. In [ 12], the authors used
fractional

Keywords: Fractional Calculus, Linear Quadratic Regulator, Right-Sided Fractional Equation, Matrix Mittag-Leffler Function. I. INTRODUCTION

Linear Quadratic Regulator plays a crucial role in optimal control systems with a lot of applications including chemical process control, airplane flight control and motor control, etc. The main goal of LQR is to find an optimal control law so that the cost functional is minimized along the trajectory of a linear system. Kalman introduced the basic theories of integer- VII. order LQR problems in [1]. More theoretical and application II. PRELIMINARIES problems are discussed in [2], [3], [4], [5], [6], [7]. Moreover, the promotion of computing technologies makes it easier and A. Fractional Calculus faster to the applications of integer-order LQR problems. The Left Caputo Fractional Derivative (LCFD) is defined as Besides, the design of the optimal control law for a certain system has both the practical and theoretical meanings. CDaf(t) (t - Tn-a-i dn f(T) dT ( I a t dT n In recent years, fractional system and its control has become F(n-a) one of the most popular topics in control theory [8]. But it is and the Right Caputo Fractional Derivative (RCFD) is defined almost impossible and incorrect to find the optimal control of as fractional systems by experimental methods. Therefore, fracb dn 1 - t)n-a-l(-I)n tional optimal problems are urgently needed to be investigated T)dT, CDa f(t) dT n F(n- a) (T in both theory and application. 0. P. Agrawal did quite a (2) few works in both theory and application of the fractional is a time dependent optimal problems [9]. In [10], the authors discussed the robust where f (t)such that n - < a function, a is the order of the derivative < n. Note that the fractional 1
t

LQRto iagepocng. More optimal problem of fractional systems can be found at [13], [14], [15]. Inspired by finding the optimal control of a fractional state space system, we study the fractional LQR problem including the optimal control law of fractional state space system. Moreover we also ctrla offactrioa state spactem.Mr propertes. and ts study the matrix Mittag-Leffler Our main contributions of this paper include: * The analytical solution of linear multi-variables fractional equations and right-sided linear fractional equations are derived. . The fractional LQR problem is formulated. Especially, we generalize the fractional Euler-Lagrange equations and provide a technical proof. * The asymptotic analytical solution of the fractional LQR problem is derived. Finally, the error is also discussed. The paper is organized as follows: The mathematical basis are introduced in Sections II and III. Then, the analytical analysis of fractional LQR problem is derived in Sections IV and V, which are the main parts of this paper. Moreover, one example is given in VI. Finally, future works are discussed in

function

eover,ies.

the results were presented at the Fractional Calculus Reading Group led b YLi aLt http://mechatronics.ece.usu.edu/foc/yan.1i/ by (RRLFD) is defined as YangQuanl Chen is with the Center for Self-Organi;zing and Intelligentb

1 System Sciences, Shandong University Jinan 250100 P R. China. Email: Ddn ft ilyan. sdu rgmail . com. Corresponding author. This work was completed at,f(t) r(n-a) d-T ) Jf(Td, (3) d while Y. L visite the Center for Self-Organizing and 1nteigent Systems ( (CSOIS), Utah State University from August 2001 to August 2008. Part of and the Right Riemann-Liouville Fractional Derivative
=

August 2008. For the final submission to the IEEE/ASME MESAO8 (http: //www. asmemesa. orgl Symposium on Mechatronics Control and Manufacturing. Yan Li is with Institute of Applied Math, School of Mathematics and

Caputo derivative is the LCFD [9], [16]. Similarly, the Left Riemann-Liouville Fractional Derivative

(LRLFD) is defined as

Electrical and Engineering Department, Utah Systems (CSOIS),Logan, UT 84322Computer USA State -4120,
Unriversity

tD f(t) (=1Y a) dt - - du T( tbs

fT n I

t)n-Thlf(T)dT,

(4)

1 -4244-2368-2/08/$20.OO 2008 IEEE

363

Authorized licensed use limited to: Utah State University. Downloaded on January 28, 2009 at 13:40 from IEEE Xplore. Restrictions apply.

where f(t) is a time dependent function, a is the order of the derivative such that n - 1 < a < n. Note that the fractional Riemann-Liouville derivative is the LRLFD [9], [16].

III. FRACTIONAL-ORDER LINEAR TIME INVARIANT (FO-LTI) SYSTEMS Considering the fractional system

B. Fractional Integral By Parts In this section, we summarize the theory of fractional integral by parts [17], [18], which is used to formulate the

CD'x(t)
...

Ax(t) + Bu(t),
..

(7)

fractional

LQ

Property 2.1: For the scalar functions f(t) and g(t),

rb

paroblem

f(t)

where ag >0.

a > where

[ oD-ag(t)]

dt

pb

whrae(01,teitalcntonsx(,tesaexad the control u are n x 1 and r x 1 column vectors, respectively. Thus the constant matrices A and B are of size n x n and n x r, respectively. Moreover, (A,B) is a controllable pair [1O].
A. Multi-Variable Fractional Linear System and Its Solution Definition 3.1: In (6), if we replaced scalar z by Az, where A C x< and z c R. Then S (da ]

Ia

g(t) [ tDa af(t)] dt,

Property 2.2: Denoting k- a = v (k-I < v < k) yields b (t) aDv g(t)dt - )r [f(r)(t) at EDx, t(Az)

I0 (A)k

ar=o

+ (-I)j9()

t=ais called matrix Mittag-Leffler function.

[t
]

Property 2.3: For the right-sided Riemann-Liouville derivatives we have:

b

There is a useful relationship to the Laplace transform of the matrix Mittag-Leffler function. Theorem 3.2: For any a, 3 e C and A e L {t'-E,,,(At)} = s- 3 (s%1I -A)-'

C'nx,

(t)dt

k1

1)

)()

~~Lv-1-r
b

lt'b
t=

holds well for almost every s e C. Proof.: From Definition (3.1),

(-i)k j g(t) [ cDvf (t)] dt.

The Riesz potential

L{

t"1E

d(Ata)}

{tok

F(ka +

i3)}

{ AkL tka+-1
1 (Q) 1
I
>

where fractional integrals:

k=O ldT, (5) can be ahee left-sided and the right-sided Therefore,easily proved that Ik%% Aks-(k+l) (s -A) = i > 0, is the sum of the thelef-siedndheighIt EkIO AkS-(k+) -S/(Sa-A)-a. Moreover,
-

aRof (t)

f(T)

b T

td

F(ka

-+ /3I

s-

1: As-+) k=(k O +) k

kl}

ithsu

aR 1f(t) f

aDtOf (t) +
-

tD 1f(t). f

(san

A) is an analytical function with respect to s on the

Based on this, we can consider the frational Riesz derivative: 1 dtn b f (T) R f(t) Q t T/3~0(ni -n) F (3dt 17(Q) dtm and we can also introduce the fractional Riesz-Caputo derivative: 1 ~b f((n)(T)

Therefore, (s'In -A)- exists almost everywhere

system

whole complex plane, which implies the isolation of the zeros. on s c (C.

Ja~~~~~~~~~~~~~Caxt t
(n - 1 < n)3 <
(s)
=

Corollary 3.3: Given the initial value x(0)

=A(t
b

S for the fractional

8

x(t) = E,(At')x(O) + t'Eo,,+i (At')b, (9) Mittag-Leffler function, which is the fundamental solution of fractional equations, has the following form is a solution of (8). Moreover, A is a constant square matrix, 00 therefore it follows from the uniqueness and existence theorem zk = of fractional equations in [16] that (9) is the unique solution E,(z) F(k 1)' of (8). k=O Corollary 3.4: The following equivalent relationship holds where > O and complex number z
The Mittag-Leffler function in two parameters is defined as

Ca Mittag-Leffler Function

R f (t) =

F1(Q)

T+1 n dT

where a c (0,1), A c CTnxn is a constant square matrix, and x(0), b c Ctn are constant vectors. Applying Laplace transform to (8) yields x(s) = where - A)-1[s0 1x(0) +

Lx{(t)}. It follows from Theorem 3.2 that

(sJn

s-lb],

C.well for any x(0) (Cn

E>(z5 (ko + Q)

zk

(6)

l~ ~ ~ (Ata)c(O)Using Definition =taEa,l+a(Ata)(AX(O) +b) +x(O). ~E, Proof: +taEa l+ax(Ata)b 3.1 obtains
kt Faa(ka )A+1n+ Aa) + I2 Ec(Ata)

and b

n.

wee a and Q are arbitrary complex numbers and z e C:[16].

364
Authorized licensed use limited to: Utah State University. Downloaded on January 28, 2009 at 13:40 from IEEE Xplore. Restrictions apply.

Rem.ark 3.5. It follows from Corollary 3.4 that

C. Analytical Solution of Right-Sided FO-LTI Systems It can be seen from Subsection III-A that the analytical
solution of CD'x(t) = Ax(t) plays an crucial role in the analysis of FO-LTI systems. For solving the right-sided FOLTI systems, in the following theorem, the analytical solution of CDa X(t) = AX(t) is derived, which is the fundamental solution of right-sided FO-LTI systems. Theorem 3.9: The solution of

lrn taE~,i+(-t~) = rnm [1- Ec(-t~)] =1. ' t-~+oo t--~+oo

Corollary 3.6: In Corollary 3.3, by replacing constant vector b by time-varying vector b(t), we have

x(t)

E(Ata)x(0) +

[t-lEaeo,a(Ata)]

* b(t),

where * denotes the convolution on [0, t]. Proof: The conclusion can be easily derived by using Theorem 3.2, where * denotes the convolution.

jCDf X(t)

AX(t)

(11)

B. Controllability of FO-LTI Systems Similar to the conventional controllability concept [19], the controllability of (7) is defined as follows: Definition 3.7.- The FO-LTI system (7) is said to be controllable on [0, Tf ] if and only if for any initial state x(0) and final state x(Tf), there exists a control function u(t) defined on [0, Tf ] which can drive the initial state x (0) to the final state X(Tf ) [10]. Theorem 3.8: The fractional system (7) is controllable if and only if the so-called controllability matrix V = [B AB A2B ... An-lB] has a full rank, which is the same condition as in the conventional integer-order case [19], [10]. b Proof: From Corollary (3.6), we have -D
x

is X(t) X(Tf), where constant vector X(Tf) isE terminal value of X(t). is the [-A(Tft-t)a] Proof: From the definition of right Riemann-Liouville fractional operators, we have -1 (T) fT c a C Zoe t D X(t) -0De ZQD, (T t)o dT F(= a) A where X(-T) = X(T) ', t -t, ( t + Tf and Z(T) X(T - Tf). It follows from X(Tf - ) =X( - Tf) = Z(,) that CDaZ(() =-AZ((). Therefore, X(t) = Z(,) = Ec, [-A(Tf - t)a] X(Tf), (12)
I

(Tf)-Eo,(ATr))x(0) =

f Ec,,c,(A(Tf -T)t) Tf-ATj (Tf - T)1

(10)

t L A(t) L Q It follows from Theorem 3.9 that

where Z(O) = X(Tf) is the terminal value of X(t). Corollary 3.10: For the right-sided fractional equation Q A BR BT x(t) j x(t) y

A (t)

F(t
A

where b (T) =B u(T). Note that

(04jta) k
k=O

00

F(ka +a)

Z
k=

tka~ k

Fka a+a)

kk

With Cayley-Hamilton theorem, t-1E,,, (At') can be writh following form: ten in the folwn frm n-1 c t(k+l)o,-l ta 1Ea,a(Ata) AkBCk(t)Ak. + a) Ak =

te*n

When a 1, (13) ji} becomes ol exp1[ s T-t)]} e . A 1, which i lti (tl= of i d e i S the solution of integer-order state-costate equations.
where Q
X

wer

(tL -e

-Q

F A

[(T-t)])
-BRl'BT1 AT j. {[ (T

A(TIf)

1f
(3

k=O

ZF(ka

k=O

Therefore, (10) can be written as

x(TFf)

E0,(ATr)x(0)
-

n-1

TC k3A~ Co (Tf-T)U(T)dT, )()T A B

dn ]T,

IV. FORMULATION OF FRACTIONAL-ORDER LQR PROBLEM For the fractional system (7), the fractional LQR problem is equivalent to the searching of an optimal control law u = u(t) which minimizes the performance index f xT(t)Qx(t) + J (14) UT(t)Ru(t) dt,

In matrix form, the above equation becomes

x(Tf)

Eo(AT7)x(0) = W[do, di, d2, ...

matrices, respectively. For searching the optimal control to sysD -RBTs =-ATA_Qx t TS 111()Xt)IdeidontTf,wret.0Burqiedbth proof, we exteend the domainL of X(t) to [-Tf -t] U [t, 1] alnd definte X(t) =X(-t), which doesn't influence the result on [t, Tf ] and

where Q and R are

positive semidefinite and positive definite

are

where V = [B AB A2B ... AtAn-1B], [.]T denotes the transpose of matrix [.], and dk = Tf Ck(Tf - T)u(T)dT. Note that, since the states x(0) and x(Ff ) are arbitrary, to have a unique solution of u(t), the neccessary and sufficient condition is clearly that the so-called controllability matrix W2 has a full rank, which is the same condition as in the conventional
integer-order case [19], [10].

tem (7) with control (14), the following theorem is discussed. Theorem 4. ]: For the fractional time-invariant linear system

(7), the fractional Euler-Lagrange equations

365
Authorized licensed use limited to: Utah State University. Downloaded on January 28, 2009 at 13:40 from IEEE Xplore. Restrictions apply.

Proof: By using Lagrange multiplier method, we choose If T I (15) L(x, u) + AT [Ax + Bu - cDcx] dt
where L(x, u) = [XTQX + uTRu]. It follows from the 0, fractional integral by parts [9], [17] and A(Tf) oD"1A(t)=o= 0 that

I=J

Tf

X L(x, u) + (tD AxT + AT [Ax + Bu] dt. (16)

Fix piecewise continuously differentiable curves x, u and A with initial condition x(0) and final condition A(Tf). Then introduce piecewise continuous perturbations r = r(t) and =(t). Rescale ( until Tf 6T6 dt = 1. From the perturbed
cost

Lemma 4.].: If A(Tf) = 0, the fractional Euler-Lagrange A equations are u = -RlRBTA and t ADc = -ATA - Qx, where D can be both Caputo and Riemann-Liouville fractional operators. Proof: It follows from A(Tf) = 0 and Theorem 3.9 that tD' A A.CD'A Therefore the fractional Euler-Lagrange equations are u= RRBTA and tD A= ATA - Qx. A 1 yields the Remark 4.2: In Theorem 5.1, letting a integer-order Euler-Lagrange equations: u(t) -R-lBTA(t) and A(t) =-ATA(t) - Qx(t). It follows from (t) = Ax + Bu that the optimal control is u(t) = -R-1BTK(t)x(t), where K(t) satisfies the Riccati differential equation K(t) -ATK(t) - K(t)A + K(t)BR-1BTK(t) - Q.
V. ANALYTICAL ANALYSIS OF FRACTIONAL LQR PROBLEM In this section, the analytical solution of fractional LQR problem near the origin and infinity are obtained by solving the fractional Euler-Lagrange equations. Before the analysis of fractional Euler-Lagrange equations, the following lemma is Lemma 5.1: For the matrix

I(e)

Tf

=,/0

L(x +

er/, u + et,) + (\tD9

AT) (X + e)

dt + AT [A(x + + B (u + and expand I(e) in a two-term Taylor series with remainder:

cri)

c(1

I(e) = I(O) + I'(0)e +

where constant c C [0,ce]. But
rTf

proved.

LR-Q
TQq + (TRt dt
T dt > ri > :

-BR- 1B T

-A]T
0 j

I"(c)
>

/ fT

(17)
(18)

where A, B, Q, R are defined in (7) and (14), there exists an invertible constant matrix W satisfying

T dt + r, A

W-1QW

where qi is the smallest nonnegative eigenvalue of Q and ri is the smallest eigenvalue of R. Therefore, if we can find x, u, A making I'(0) = 0 via the Euler-Lagrange equations, then by (17) and (18) we have the global minimum of the cost functional I. In this special case, Euler-Lagrange equations are both necessary and sufficient to guarantee the global minimum for the functional I. The Euler-Lagrange equations for the integrand of (16) are L + ATB and
=

where M (-M) is a diagonal matrix with right-half-plane (left-half plane) eigenvalues [20]. Proof: By letting
I
-

-In

In

0
T

(19)

we have fl-1 =-II and Q = IIQTfl _l-QTfI-1. Now, if ,u is an eigenvalue of Q with corresponding eigenvector v,

Omegav

uv, then

Lx+A ATA
u

AT tDcf Tf

(20)
(21)

IfIQTlIv = ,uv QTIfIV -=-lIv,

Because R is a positive definite matrix, (19) becomes

~~~~~where we used rl-l = -II. Rearranging

flQTIv
=

=-R-1BBTA.

,uv,

(flV)TQ

_(Ilv)T.

Moreover, (20) becomes

= (22) tD A A-ATA - Qx. Therefore, if, in addition to (21) and (22), x, u,and A satisfy fractional system equation (7),
o Dt x

Therefore, -,u is also the eigenvalue of Q. Next, rearranging the eigenvalues of Q as

L

Mi'

Ax + Ru,

where M (-M) is a diagonal matrix with right-half-plane (left-half plane) eigenvalues. Let W the modal matrix of eigenvectors corresponding to ~, be defined as [ 11'~ w121 W Lw2 w22j'

with initial condition x(0), then this global minimum of 21 becomes the global minimum of the quadratic performance index J and the pair (x,ua) solves the LQR problem of (7).E*

366
Authorized licensed use limited to: Utah State University. Downloaded on January 28, 2009 at 13:40 from IEEE Xplore. Restrictions apply.

where [WllW21]T are the n eigenvectors of the left-half-plane eigenvalues of Q. Also,

wo(O) = Wllx(Tf) + Wl2A(Tf) and z(O) = W2lx(Tf) + W22A(Tf). By canceling out x(Tf) in (25), we have
z(()

W-1QW = S.
Theorem 5.1: For the fractional system (7) with cost functional (14), where x(0) and A(Tf) are known, we have the control law

=E-f(-MiD)W2,W1llE

In time t domain, the above equation becomes

l(M(a)[g(()- (()] + Eo(-M(a)[W22 - W2lWl1Wl2]A(Tf) + f2(()

z(t) =T(t)[w(t) - fi(Tf - t)] + f2(Tf - t)

where T(t) By using(t)
we have
-

u(t) =--R- 1BT

+[W22- T(t)Wl2V 1[f2(Tf - t) - T(t)fl(Tf - t) + Eo(-M(Tf t)c')[W22 W2lW1j1Wl2]A(Tf)]},

-

[W22-T(t)W12]1-[T(t) W1- W21]x(t)

+ Eo (-M(`)[W22 - W2lW 1 Wl2]A(Tf),

E,(-M(Tf-t) )W2lW7j 1E, (M(Tf-tYt). x(t)

[ z(t) ] [ A(t)j'

where fi and f2 are defined in the following proof. Proof: Using (22) and system equation (7) yield [CD x(t) 1 A -BR-1BT 1 [ x(t) 1 [ 0D+f A(t) ] [ -Q -AT ] [ A(t) j

tation law and Theorem 3.9 to the above equation yield F R(t) 1 tDal [ x(t) -At) ~ L (T-t)A(Tf) A(t)r(i-a) L~
Q

Using Riesz potential R (t) oRO'p1.(t) = oDa (t) Dt) + tDT+ Dax(t) - tCDa x(t), fractional commu-

A(t) =+W-Q-T(t)W 2 [T(t)W1j -t) W21]x(t) - t) [W22 T(t)Wl2V1[f2(Tf - T(t)fl(Tf +E (-M(Tf t)')[W22 W2lWjj1Wl2]A(Tf)].
-

(26)

where Q [ AT -A 3.9 that the above equation becomes F(- ) F | (Z) 1 F ] L Q[ j+

-BRl'BT 1MTfollows from Theorem ] It

iRemark 5.2:

By using the fractional Euler-Lagrange equations and (26), the U optimal control u(t) =-R-lBTA(t) can be obtained. When 1 [20],
a =

T(t)

eM(Tft)T72i

-eMT 7leM(Tft)

0 Dd >(4) =
W(O()
z()

>(4)

L(

R<)

Moreover, P(t) = [W21 + W22T(t)] [Wll + W12T(t)]-1 is the solution of Riccati differential equation

(Tf)

(23)

P(t) = -P(t)A ATP(t)- Q + P(t)BR1BTP(t),

-

Tf) f Twhere f (t) =~f() f (Tf A A.r, Rx}). Applying Lemma 5.1 to (23) yields

(f El where P(Tf) =0.

o 4

CDa

Z(

+ W21[zx +W22

+ [ WIR(x) + Wl2p(1{ 1 W
(24)

where 0 and W have the same definitions in Lemma 5.1,

[ -AZI Oij]
] =W 1 [

Remark 5.3 In Theorem 5.1, the Riesz term Rx(() is not known in advance. But, it can be solved on [0, E], where E is a positive constant, which is shown in the following theorem. Theorem 5.4- In Theorem 5.1, let = , which is a positive constant, we have A(t) = [W22 - W21]x(t)

+[[W22 - T(t)Wl 2]1 [W22E,(- M

=

Tf T(t)Wi2]1_[T(t)W1j

t) )

[
and

z(()

>N(g) 1

-T(t)Wi2EO(M(E -t)a) + Eo(-M(Tf - t)a) [W22 - W2l1W jW1l2]A(Tf)] +0e.

e, it follows from M is a diagonal (()] [1[-1Ea,a(MV)] * [W11R ,

W-1 = | 1 L W2i W22 ] It follows from Corollary 3.6 that the solution of (24) is

Wlv W12

Proof: In (25), let Tf matrix that

and

w(() =EO1(M$j)w(0) + fi((),

z(E) (- M )z(0) + f2((D, =E

(25)
_A(I' )

E fl(() a + Wl2Eoj(M(j), e f2(() + W22E,(-Ma).

where

f(() [(a1E (M$a)] * [W11Rz(() + W1j r(Tf_)1

f2(() =

The conclusion can be easily obtained by substituting the above equations to (26).U

Remark 5.5: For an arbitrary Tf, we can first divide [0,Tf]

171 a + vV2iA4(Tf )l 1Ea,(-M$j)] * [T/21 R(Q()

17(1

-oa)

to a number small domains. Then using Theorem 5.4 to derive the optimal control on the whole domain [0, Tf]. Moreover, the errors are accumulated. 367

Authorized licensed use limited to: Utah State University. Downloaded on January 28, 2009 at 13:40 from IEEE Xplore. Restrictions apply.

BR-1BT is invertible,
A(t)=j
r

Corollary 5.6: In Theorem, let Tf we have

->

oC, A(Tf)

0 and

+[W22-T(t)Wl21_1f2(Tf), (t-0), [W22 - T(t)W12-11[T(t)W1j - W21]x(t), (t - Tf),

[W22 - T(t)Wi2]-1 [T(t)Wij - W21]x(t)

ACKNOWLEDGMENT Yan Li would like to express his gratitude to Professor Mingyu Xu, the Ministry of Education, P. R. China and China Scholarship Council (CSC). This work is supported in part by the State Scholarship Fund of the P. R. China (Grant

where f2(Tf) = z(Tf) = [W21 + W22(BR-lBT)-lA]x(0). Proof: This corollary can be proved by substituting Tf oc and A(Tf) = 0 to Theorem 5.1.
VI. EXAMPLE

No.LiuJinChu[2007]3020-2007102037).
REFERENCES

[1]

R. E. Kalman, "Contributions to the theory of optimal control," Bol.

For the fractional scalar system

Soc. Mat. and Y.-C. vol. 5, 1960. [2] E. Bryson Mexicana, Ho, Applied Optimal Control: Optimization, Esti-

CD'x(t) =-x(t) + u(t), -x(t)

where the initial condition is x(0), av E (0,1), and the cost
functional

[3] 0. P. Agrawal, "Analytical schemes for a new class of fractional differential equations," J. Phys. A: Math. Theor., vol. 40, 2007. [4] D. S. Naidu, Optimal control systems. CRC Press, 2003.

mation, and Control. John Wiley and Sons, 1979.

Jf

JO

(t)

+ u2 (t)dt,

where c is an arbitrary positive constant, it follows from Theorem 5.1 that

applications. Upper Saddle River, 2005. [6] M. Atheans and P. L. Falb, Optimal control-An introduction to the theory and its applications. McGraw-Hill, 1966. [7] F. L. Lewis and V. L. Syrmos, Optimal control-Second edition. John Wiley and Sons, 1995. [9] 0. P. Agrawal, "A formulation and a numerical scheme for fractional optimal control problems," IFAC-Workshop on Fractional Differentiation and its Applications, July 2006. [10] Y Chen, H.-S. Ahn, and D. Xue, "Robust controllability of interval fractional order linear time invariant systems," Signal Processing, vol. 86, 2006. A. Shafieezadeh, Y. Chen, "Fractional order enhanced [1 1] LQR for seismicK. Ryan, andof civil structures," Journalfilter Computaof protection tional and Nonlinear Dynamics, vol. 3, 2008.

[5] C. R. Maccluer, Calculus of variations-Mechanics, control, and other

[8] T. T. Hartley and C. F. Lorenzo, "Dynamics and control of initialized fractional-order systems," Nonlinear Dynamics, vol. 29, 2002.

-1[j
By letting

-b -a b w~[-a ~a] , where a = ,/-4--+- and b = (I + v~_) a, we have ~2v/_2_~

W
=

W-1Qw =

X/-22TfT)

It follows from W 1

W and Theorem 5.1 that

aEo, aE( T(t) =-

2(Tf t)`)E, ( / bEo, \ t

-

denoising," IEEE Transactions on Image Processing, vol. 16, 2007. [13] V. E. Tarasov, "Fractional variations for dynamical system: Hamilton and Lagrange approaches," Journal of Physics A: Mathematical and General, vol. 39, 2006. [14] 0. P. Agrawal, "A quadratic numerical scheme for fractional optimal control problems," Journal of Dynamic System, Measurement, and Control, vol. 130, 2008.

[12] J. Bai and X.-C. Feng, "Fractional-order anisotropic diffusion for image

[15] C. Tricaud and Y Chen, "Solving fractional order optimal control

problems in RIOTS95 - A general-purpose optimal control problems solver," Submitted to IFAC-FDA08, 2008.

Therefore, the optimal control is A(t) = [422 - T(t) 14l12] -~ [T(t)14711l- 1721]x(t) +[W22-T(t)W12]V1 [W22E,(- 2(c - t)')

[16] I. Podlubny, Fractional Differential Equations. Academic Press, 1999. [17] E. R. Love and L. C. Young, "On fractional integration by parts," Proceedings of the London mathematical society, vol. 44, 1937. [18] I. Podlubny and Y Chen, "Adjoint fractional differential expressions

-T(t)W12Ec,(\2(c - t)a) + Eo,(*[W22 W21W47 W12]A(Tf)] + ca.

-

2(Tf - t)')
-

Engineering Technical Conferences, Computers and Information in

and operators," Proceedings of the ASME 2007 International Design

og[19]

VII. CONCLUSIONS AND FUTURE WORKS

NJ, 1993. [20] D. S. Naidu, Optimal Control Systems. CRC Press, 2003.

Engineering Conference, 2007. W. J. Rugh, Linear Systems Theory. Prentice-Hall, Englewood Cliffs,

In this paper, we formulated the fractional linear quadratic regulator (LQR) problem. The analytical analysis of fractional optimal control was derived. Moreover, the analytical analysis of right-sided fractional equations were discussed, which relates to the construction of fractional LQR problem and the fractional minimal energy LQR problem. Besides, the matrix Mittag-Leffler function was used here to serve as the fundamental solution of high-dimension linear fractional equations. Finally, two illustrated simulation results were provided as a proof of concept. Our future works include the analysis of fractional timevarying systems and the application of fractional Kalman filter to LQG problems.

368
Authorized licensed use limited to: Utah State University. Downloaded on January 28, 2009 at 13:40 from IEEE Xplore. Restrictions apply.