Abstract
Initialization effect on optimal control problem (OCP) of fractional order discrete-time system (FODS) is considered here. Formulation and numerical solution of OCP of initialized FODS is presented. Performance index (PI) considered is of general form and the system dynamics are given by fractional order differential equations (FDEs) in discrete-time domain. By using Hamiltonian approach, we obtain the necessary conditions. Optimal conditions are solved using a general numerical method. The effect of initialization is studied by changing length of the history period as well as nature of the history function. Numerical example is included to illustrate the initialization effect. It has been observed that initialization effect reduces with the increase in order of the fractional derivative.
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