MATLAB SIMULATIONS OF THE SOLUTION OF A LINEAR QUADRATIC CONTROL PROBLEM FOR A CLASS OF STOCHASTIC FRACTIONAL SYSTEMS WITH MARKOVIAN JUMPS
In this paper we apply the results in [7] concerning a finite-horizon, linear, quadratic optimal control problem for class of fractional order systems (FOS) with Markovian jumps to simulate the behaviour of the state variable of the system under the action of an optimal control input. We provide...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Editura Academica Brâncuşi
2019-11-01
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| Series: | Analele Universităţii "Constantin Brâncuşi" din Târgu Jiu: Seria Inginerie |
| Subjects: | |
| Online Access: | http://www.utgjiu.ro/rev_ing/pdf/2019-4/05_Carmen_Barbacioru_MATLAB%20SIMULATIONS%20OF%20THE%20SOLUTION%20OF%20A%20LINEAR%20QUADRATIC%20CONTROL%20PROBLEM%20FOR%20A%20CLASS%20OF%20STOCHASTIC%20FRACTIONAL%20SYSTEMS%20WITH%20MARKOVIAN%20JUMPS.pdf |
| Summary: | In this paper we apply the results in [7] concerning a finite-horizon, linear, quadratic
optimal control problem for class of fractional order systems (FOS) with Markovian jumps to
simulate the behaviour of the state variable of the system under the action of an optimal control
input. We provide here some MATLAB algorithms for the computation of the state variable of the
system and we illustrate its behaviour by plotting various instances of it. Unlike [7], where the
simulations concern only the value of the optimal cost, in this paper we simulate the response of the
system to both an optimal control action and no control action. As far as we know, such simulations
are new for this type of systems. |
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| ISSN: | 1842-4856 2537-530X |