Discrete-Time Fractional Variational Problems
Optimization and Control
2010-10-29 v1
Abstract
We introduce a discrete-time fractional calculus of variations on the time scale , . First and second order necessary optimality conditions are established. Examples illustrating the use of the new Euler-Lagrange and Legendre type conditions are given. They show that solutions to the considered fractional problems become the classical discrete-time solutions when the fractional order of the discrete-derivatives are integer values, and that they converge to the fractional continuous-time solutions when tends to zero. Our Legendre type condition is useful to eliminate false candidates identified via the Euler-Lagrange fractional equation.
Cite
@article{arxiv.1005.0252,
title = {Discrete-Time Fractional Variational Problems},
author = {Nuno R. O. Bastos and Rui A. C. Ferreira and Delfim F. M. Torres},
journal= {arXiv preprint arXiv:1005.0252},
year = {2010}
}
Comments
Submitted 24/Nov/2009; Revised 16/Mar/2010; Accepted 3/May/2010; for publication in Signal Processing.