English

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 hZh\mathbb{Z}, h>0h > 0. 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 hh tends to zero. Our Legendre type condition is useful to eliminate false candidates identified via the Euler-Lagrange fractional equation.

Keywords

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.

R2 v1 2026-06-21T15:17:46.254Z