Functional Fractional Calculus for System Identification and Controls Shantanu Das Functional Fractional Calculus for System Identification and Controls With68Figuresand11Tables Author ShantanuDas Scientist ReactorControlDivision, BARC,Mumbai–400085 [email protected] LibraryofCongressControlNumber:2007934030 ISBN 978-3-540-72702-6 SpringerBerlinHeidelbergNewYork Thisworkissubjecttocopyright.Allrightsarereserved,whetherthewholeorpartofthematerialis concerned,specificallytherightsoftranslation,reprinting,reuseofillustrations,recitation,broadcasting, reproductiononmicrofilmorinanyotherway,andstorageindatabanks.Duplicationofthispublication orpartsthereofispermittedonlyundertheprovisionsoftheGermanCopyrightLawofSeptember9, 1965,initscurrentversion,andpermissionforusemustalwaysbeobtainedfromSpringer.Violations areliableforprosecutionundertheGermanCopyrightLaw. SpringerisapartofSpringerScience+BusinessMedia springer.com (cid:2)c Springer-VerlagBerlinHeidelberg2008 Theuseofgeneral descriptive names,registered names,trademarks, etc. inthis publication does not imply,evenintheabsenceofaspecificstatement,thatsuchnamesareexemptfromtherelevantprotective lawsandregulationsandthereforefreeforgeneraluse. Typesetting:IntegraSoftwareServicesPvt.Ltd.,India Coverdesign:Erich Kirchner, Heidelberg Printedonacid-freepaper SPIN:12053261 89/3180/Integra 5 4 3 2 1 0 This workisdedicatedto myblindfatherSri SoumendraKumar Das,mymotherPurabi, mywifeNita,my sonSankalan,my sister Shantasree,brother-in-lawHemant,and to mylittlenieceIshita Preface This work is inspired by thought to have an overall fuel-efficient nuclear plant control system. I picked up the topic in 2002 while deriving the reactor control laws, which aimed at fuel efficiency. Controlling the nuclear reactor close to its natural behavior by concept of exponentshape governor,ratio control and use of logarithmiclogic,aimsatthefuelefficiency.Thepower-maneuveringtrajectoryis obtained by shaped-normalized-periodfunction, and this defines the road map on which the reactor should be governed. The experience of this concept governing theAtomicPowerPlantofTarapurAtomicPowerStationgiveslesseroverallgains comparedtotheolderplants,whereconventionalproportionalintegralandderiva- tive type (PID) scheme is employed. Therefore, this motivation led to design the scheme for control system than the conventional schemes to aim at overall plant efficiency.Thus,IfelttheneedtolookbeyondPIDandobtainedtheanswerinfrac- tional order control system, requiringfractionalcalculus (a 300-year-oldsubject). Thisworkistakenfromalargenumberofstudiesonfractionalcalculusandhereit isaimedatgivinganapplication-orientedtreatment,tounderstandthisbeautifulold new subject. The contribution in having fractionaldivergenceconceptto describe neutron flux profile in nuclear reactors and to make efficient controllers based on fractionalcalculusisaminorcontributioninthisvast(hidden)areaofscience.This work is aimed at to make this subject popular and acceptable to engineering and sciencecommunitytoappreciatetheuniverseofwonderfulmathematics,whichlies betweentheclassicalintegerorderdifferentiationandintegration,whichtillnowis notmuchacknowledged,andishiddenfromscientistsandengineers. ShantanuDas vii Acknowledgments I’m inspired by the encouragements from the director of BARC, Dr. Srikumar Banerjee, for his guidance in doing this curiosity-drivenresearch and apply them for technological achievements. I acknowledge the encouragement received from Prof.Dr.ManojKumarMitra,DeanFacultyofEngineering,andProf.Dr.Amitava Gupta of the Jadavpur University (Power EngineeringDepartment), for accepting theconceptoffractionalcalculusforpowerplantcontrolsystem,andhiseffortalong with his PhD and ME studentsto developthe controlsystem fornuclearindustry, aimed at increasing the efficiency and robustness of total plant. I also acknowl- edgetheencouragementsreceivedfromProf.Dr.SiddhartaSen,IndianInstituteof TechnologyKharagpur(ElectricalEngineeringDepartment)andDr.KarabiBiswas (Jadavpur University), to make this book for ME and PhD students who will carrythisknowledgeforresearchininstrumentationandcontrolscience.Fromthe Department of Atomic Energy, I acknowledge the encouragementsreceived from Dr.M.S.Bhatia(LPTDBARCandHBNIFaculty,BombayUniversityPhDguide), Dr.AbhijitBhattacharya(CnID),andDr.Aulluck(CnID)forrecognizingtherich- ness and potential for research and development in physical science and control systems, especially Dr. M.S. Bhatia for his guidance to carry forward this new work for efficient nuclear power plant controls. I’m obliged to Sri A.K. Chandra, AD-R&D-ESNPCIL,forrecognizingthepotentialofthistopicandtohaveinvited me to present the control concepts at NPCIL R&D and to have this new control schemedevelopedforNPCILplants.I’malsoobligedtoSriG.P.Srivatava(Direc- tor EIG-BARC) and Sri B.B. Biswas (Head of RCnD-BARC) for their guidance andencouragementin expandingthescope ofthisresearchanddevelopmentwith variousuniversitiesandcolleges,andtowritethisbook.LastlyIthankSriSubrata Dutta(RCS-RSD-BARC) andDrD Datta(HPD-BARC), mybatchmatesof1984 BARCTrainingSchool,tohaveappreciatedandrespectedthelogicinthisconcept of fractionalcalculusand to have givenme immense moralsupportwith valuable suggestionstocompletethiswork. Without acknowledging the work of several scientists dealing to renew and enrichthisparticularsubjectallovertheglobe,theworkwillremainincomplete,— especially Dr. Ivo, Petras Department of Informatics and process control BERG facility Technical University Kosice Slovak Republic, to have helped me to deal with doubtsin digitizedcontrollerin fractionaldomain.I tookthe inspirationand ix x Acknowledgments learnt the subject from several presentations and works of Dr. Alain Oustaloup, CNRS-University Bordeaux, Dr. Francesco Mainardi, University Bologna Italy, Dr. Stefan G Samko University do Algarve Portugal, Dr. Katsuyuki Nishimoto, InstituteofAppliedMathematicsJapan,Dr.IgorPodlubnyKosiceSlovakRepublic, Dr.Kiran,MKolwankar,andDr.AnilD.Gangal,DepartmentofPhysics,University ofPune,India.TheeffortsofDr.CarlF.Lorenzo,GlenResearchCenterCleveland Ohio, Dr. Tom T Hartley, University of Akron, Ohio, who has popularized this old(new)subjectof fractionalcalculusis worthacknowledging.Appliedworkon anomalousdiffusionbyProff.R.K.Saxena(JaiNarainVyasUniversityRajasthan) Dr. Santanu Saha Ray, and Proff. Dr. Rasajit Kumar Bera (Heritage Institute of TechnologyKolkata),whichisasourceofinspiration,isalsoacknowledged.Ihave beeninspiredbytheworkonmodernfractionalcalculusinthefieldofappliedmath- ematicsandappliedsciencebyDr.M.Caputo,Dr.RudolfGorenflo,Dr.R. Hifler, Dr. W.G. Glockle, Dr. T.F. Nonnenmacher, Dr. R.L. Bagley, Dr. R.A. Calico, Dr. H.M. Srivastava, Dr. R.P Agarwal, Dr. P.J. Torvik, Dr. G.E.Carlson, Dr. C.A. Halijak, Dr. A. Carpinteri, Dr. K. Diethelm, Dr. A.M.A El-Sayed, Dr. Yu. Luchko, Dr. S. Rogosin, Dr. K.B. Oldham, Dr. V. Kiryakova, Dr.B.Mandelbrot,Dr.J.Spanier,Dr.Yu.N.Robotnov,Dr.K.S.Miller,Dr.B.Ross, Dr. A. Tustin, Dr. Al-Alouni,Dr. H.W. Bode, Dr. S. Manabe, Dr. S.C. Dutta Roy, Dr. W. Wyss; their work are stepping stone for applications of fractional calculus forthiscentury.Iconsiderthesescientistsasfathersofmodernfractionalcalculus ofthetwenty-firstcenturyandsalutethem. ShantanuDas ScientistReactorControlDivisionBARC About the Contents of This Book The book is organized into 10 chapters. The book aims at giving a feel of this beautiful subject of fractional calculus to scientists and engineers and should be taken as a start point for research in application of fractional calculus. The book is aimed for appreciation of this fractional calculus and thus is made as applica- tion oriented, from various science and engineering fields. Therefore, the use of tooformalmathematicalsymbolismandmathematicalformaltheoremstatinglan- guagearerestricted.Chapters3 and4 givean overviewoftheapplicationoffrac- tionalcalculus,beforedealingindetailtheissuesaboutfractionaldifferintegrations andinitialization.Thesetwochaptersdealwithalltypesofdifferentialoperations, includingfractionaldivergenceapplicationandusageoffractionalcurl.Chapter1is thebasicintroduction,dealingwithdevelopmentofthefractionalcalculus.Several definitionsoffractionaldifferintegrationsandthemostpopularonesareintroduced here;thechaptergivesthefeeloffractionaldifferentiationofsomefunctions,i.e., howtheylook.Toaidtheunderstanding,diagramsaregiven.Chapter2dealswith theimportantfunctionsrelevanttofractionalcalculusbasis.Laplacetransformation is given for each function, which are important in analytical solution. Chapter 3 givestheobservationoffractionalcalculusinphysicalsystems(likeelectrical,ther- mal, controlsystem, etc.)description.Thischapteris madeso thatreadersgetthe feelofreality.Chapter4isanextensionofChap.3,wheretheconceptoffractional divergenceand curl operator is elucidated with application in nuclear reactor and electromagnetism.Withthis,thereadergetsabroadfeelingaboutthesubject’swide applicabilityinthefieldofscienceandengineering.Chapter5isdedicatedtoinsight of fractionalintegrationfractionaldifferentiationand fractionaldifferintegralwith physical and geometric meaning for these processes. In this chapter, the concept of generating function is presented, which gives the transfer function realization fordigitalrealizationinrealtimeapplicationofcontrols.Chapter6triestogener- alize the concept of initialization function, which actually embeds hereditary and historyofthefunction.Here,attemptismadetogivesomelighttodecomposition properties of the fractional differintegration. Generalization is called as the frac- tional calculus theory, with the initialization function which becomes the general theoryanddoescovertheintegerorderclassical calculus.Inthischapter,the fun- damentalfractionaldifferentialequationis taken and the impulse response to that is obtained.Chapter7 givesthe Laplace transformtheory—a generaltreatmentto xi xii AbouttheContentsofThisBook cover initialization aspects. In this chapter, the concept of w-plane on which the fractional controlsystem properties are studied is described. In Chap. 7 elaborate dealing is carried on for scalar initialization and vector initialization problems. In Chaps. 6 and 7 elaborate block diagrams are given to aid the understanding of these concepts. Chapter 8 gives the application of fractional calculus in electrical circuits and electronic circuits. Chapter 9 deals with the application of fractional calculusinotherfieldsofscienceandengineeringforsystemmodelingandcontrol. Inthischapter,themodernaspectsofmultivariatecontrolsaretouchedtoshowthe applicabilityinfractionalfeedbackcontrollersandstateobserverissues.Chapter10 givesa detailed treatmentof the orderof a system and its identificationapproach, with concepts of fractional resonance, and ultra-damped and hyper-damped sys- tems.Alsoabriefispresentedonfutureformalizationofresearchanddevelopment forvariableorderdifferintegrationsandcontinuousordercontrollerthatgeneralizes conventional control system. Bibliography gives list of important and few recent publications,ofseveralworksonthisold(new)subject.Itisnotpossibletoinclude alltheworkdoneonthissubjectsincepast300years.Undoubtedly,thisisanemerg- ingareaorresearch(notsopopularatpresentinIndia),butthenextdecadewillsee theplethoraofapplicationsbasedonthisfield.Maybethetwenty-firstcenturywill speakthelanguageofnature,thatis,fractionalcalculus. ShantanuDas Contents 1 IntroductiontoFractionalCalculus ............................... 1 1.1 Introduction.................................................. 1 1.2 BirthofFractionalCalculus .................................... 1 1.3 FractionalCalculusaGeneralizationofIntegerOrderCalculus ....... 2 1.4 HistoricalDevelopmentofFractionalCalculus..................... 3 1.4.1 ThePopularDefinitionsofFractionalDerivatives/Integralsin FractionalCalculus ..................................... 7 1.5 AboutFractionalIntegrationDerivativesandDifferintegration ....... 9 1.5.1 FractionalIntegrationRiemann–Liouville(RL).............. 9 1.5.2 FractionalDerivativesRiemann–Liouville(RL)LeftHand Definition(LHD)....................................... 10 1.5.3 FractionalDerivativesCaputoRightHandDefinition(RHD) .. 10 1.5.4 FractionalDifferintegralsGrunwaldLetnikov(GL) .......... 12 1.5.5 CompositionandProperty ............................... 14 1.5.6 FractionalDerivativeforSomeStandardFunction ........... 15 1.6 SolutionofFractionalDifferentialEquations ...................... 16 1.7 AThoughtExperiment......................................... 16 1.8 QuotableQuotesAboutFractionalCalculus ....................... 17 1.9 ConcludingComments......................................... 18 2 FunctionsUsedinFractionalCalculus............................. 19 2.1 Introduction.................................................. 19 2.2 FunctionsfortheFractionalCalculus............................. 19 2.2.1 GammaFunction....................................... 19 2.2.2 Mittag-LefflerFunction.................................. 22 2.2.3 AgarwalFunction ...................................... 27 2.2.4 Erdelyi’sFunction ...................................... 27 2.2.5 Robotnov–HartleyFunction.............................. 27 2.2.6 Miller–RossFunction ................................... 27 2.2.7 GeneralizedRFunctionandGFunction.................... 28 2.3 ListofLaplaceandInverseLaplaceTransformsRelatedtoFractional Calculus..................................................... 30 2.4 ConcludingComments......................................... 33 xiii