Numerical Solution of the Optimal Control for Fractional Order Singular Systems

This paper presents a method to solve numerically the linear quadratic optimal control problems (LQOCPs) of the fractional singular control systems with Caputo fractional derivatives. Under certain conditions on the singular fractional control systems, the problems under consideration are transformed into LQOCPs of the standard normal fractional control systems. Based on the Grunwald-Letnikov approximation (GLA) of the fractional derivatives (FDs), a numerical technique is used to solve the LQOCPs of the standard normal fractional control systems. An illustrative example is introduced to demonstrate the applicability of the proposed technique.