Optimal Feedback in a Linear–Quadratic Optimal Control Problem for a Fractional-Order System

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Abstract

For a dynamical system described by a linear differential equation with a Caputo fractional derivative, we consider an optimal control problem of minimizing a quadratic terminal–integral performance functional. We propose and justify the construction of optimal feedback (optimal control synthesis) that generates the corresponding optimal control for any initial state of the system.

About the authors

M. I Gomoyunov

Krasovskii Institute of Mathematics and Mechanics, Ural Branch, Russian Academy of Sciences, Yekaterinburg, 620108, Russia; Udmurt State University, Izhevsk, 426034, Russia

Email: m.i.gomoyunov@gmail.com
Екатеринбург, Россия; Ижевск, Россия

N. Yu Lukoyanov

Krasovskii Institute of Mathematics and Mechanics, Ural Branch, Russian Academy of Sciences, Yekaterinburg, 620108, Russia

Author for correspondence.
Email: nyul@imm.uran.ru
Екатеринбург, Россия

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