MATLAB SIMULATIONS OF THE SOLUTION OF A LINEAR QUADRATIC CONTROL PROBLEM FOR A CLASS OF STOCHASTIC FRACTIONAL SYSTEMS WITH MARKOVIAN JUMPS

• Main Authors: Iuliana Carmen Bărbăcioru, Viorica Mariela Ungureanu
• Format: Article
• Language: English
• Published: Editura Academica Brâncuşi 2019-11-01
• Series: Analele Universităţii "Constantin Brâncuşi" din Târgu Jiu: Seria Inginerie
• Subjects: fractional order systems; discrete-time riccati equation of control; optimal control; stochastic equations
• 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

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.