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Dynamic Programming Problem for Fractional Discrete-Time Dynamic Systems. Quadratic Index of Performance Case

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Abstract

Dynamic programming problem for discrete-time fractional order systems with quadratic performance index has been formulated and solved. A new method for numerical computation of optimal dynamic programming problem has been presented. The efficiency of the method has been demonstrated on numerical example and illustrated by graphs. Graphs also show the differences between the fractional and classical (standard) systems theory. Results for other cases of the coefficient \(\alpha \), and not illustrated with numerical examples, have been obtained through a computer algorithm written for this purpose.

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  1. PHO Bumar Elektronika, ul. Poligonowa 30, 04-051 , Warszawa, Poland

    Przemyslaw M. Czyronis

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  1. Przemyslaw M. Czyronis
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Correspondence to Przemyslaw M. Czyronis.

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Czyronis, P.M. Dynamic Programming Problem for Fractional Discrete-Time Dynamic Systems. Quadratic Index of Performance Case. Circuits Syst Signal Process 33, 2131–2149 (2014). https://doi.org/10.1007/s00034-014-9746-0

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  • DOI: https://doi.org/10.1007/s00034-014-9746-0

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