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Fractional and Variable Order Controllers
Fractional and Variable Order Controllers
Key words: Fractional derivatives, Fractional Calculus, Fractional control, Fractional PID,
Crone control, Adaptive control
Abstract. This survey paper presents the basic ideas of fractional derivatives, variable order
derivatives, fractional control and variable order control. A list of applications, and the rationale
for using this type of controllers, is included.
1 Introduction
Given a (well-behaved) function f (t), we learn in Calculus to calculate f 0 (t), f 00 (t), and generically
z
f (n) (t) for all natural numbers n. In Fractional Calculus we learn to generalise d dtf z(t) to any order
z, fractional, irrational or even complex. (The name “Fractional Calculus” is a historical reminder
that fractions were the first target of generalisation attempts.) As one might expect, order 0 is
simply function f itself, and, for negative integer orders z, indefinite integrals are retrieved. These
fractional derivatives (that thus generalise both our well-known, usual natural order derivatives
and natural order integrals) can have a smoothly varying order, and thus time-varying derivatives
dz f (t)
dtz are easily conceived.
This paper addresses the theory of fractional derivatives in section 2, the theory of time-varying
derivatives in section 3, and then applies this to dynamic systems (and in particular to the synthesis
of controllers) in section 4. Section 5 concludes the paper with a list of applications found in the
literature.
2 Fractional derivatives
2.1 Simple examples
From
f (t) = tλ (7)
0 λ−1
f (t) = λt (8)
00 λ−2
f (t) = λ(λ − 1)t (9)
(3) λ−3
f (t) = λ(λ − 1)(λ − 2)t (10)
..
.
n−1
Y
f (n) (t) = λ(λ − 1) . . . (λ − (n − 1))tλ−n = tλ−n (λ − k) (11)
k=0
Γ(λ + 1) λ−n
f (n) (t) = t (13)
Γ(λ − n + 1)
Γ(λ + 1) λ−z
f (z) (t) = t (14)
Γ(λ − z + 1)
f 00 (t) − f 00 (t − h)
f (3) (t) = lim
h→0 h
f (t)−2f (t−h)+f (t−2h)
h2 − f (t)−2f (t−h)+f
h2
(t−2h)
= lim
h→0 h
f (t) − 3f (t − h) + 3f (t − 2h) − f (t − 3h)
= lim (17)
h→0 h3
..
.
n
X n
(−1)k f (t − kh)
k
(n) k=0
f (t) = lim (18)
h→0 hn
(A rigourous proof of the last equality can be found by mathematic induction.) Recall that
combinations of a things, b at a time are defined as
a a!
= (19)
b b!(a − b)!
We are tempted to use (18) for orders which are not natural, by redefining combinations of a
things, b at a time using function Γ:
a Γ(a + 1)
= (20)
b Γ(b + 1)Γ(a − b + 1)
It can be easily shown (again, using mathematical induction) that this expression is equivalent to
a (−1)b Γ(b − a)
= (21)
b Γ(b + 1)Γ(−a)
Remember, however, that Γ(z) is defined for all complex arguments, save for z ∈ Z −0 , since the
function has poles at those points. (In other words, lim Γ(z) = ∞ if n ∈ Z−
0 .) This means that
z→n
the applicability range of (20) and (21) is not exactly the same; actually combinations are better
defined joining both expressions together and adding some points otherwise undefined but where
(20) or (21) converge to 0 to get
Γ(a + 1)
/ Z−
, if a, b, a − b ∈
Γ(b + 1)Γ(a − b + 1)
a
= (−1)b Γ(b − a) (22)
b , if a ∈ Z− ∧ b ∈ Z+ 0
Γ(b + 1)Γ(−a)
0, if (b ∈ Z− ∨ b − a ∈ N) ∧ a ∈ / Z−
α
(Cases not included are equal to ∞; or, to be more rigourous, lim = ∞ if
(α,β)→(a,b) β
a ∈ Z− ∧ b ∈/ Z+ −
0 , or if a ∈ Z ∧ b − a ∈ N.) So we can indeed write
?
X
k z
(−1) f (t − kh)
k
(z) k=0
f (t) = lim (23)
h→0 hz
The sole question remaining is what the upper limit of the summation should be.
(14) too:
Z t
(−1) Γ(λ + 1) λ+1 1
f (t) = t = tλ+1 = tλ dt (25)
Γ(λ + 2) λ+1 0
We should likewise set the upper limit of the summation in (26) to retrieve an integral. But, as
the examples above remind us, we should care for what the lower limit of integration will be.
is bounded by
M
|ε| < (31)
Lα |Γ(1 − α)|
This result (proven in [22]) is known as the short memory principle, because it allows shortening
the memory of operator D without significantly altering the results.
n integrations
which can be proven (once more) by mathematical induction. And for integer positive values of z
we get a particular case of the law of exponents, which says that c Dtm c Dtn f (t) = c Dtm+n f (t) holds
if m, n ∈ Z+ − +
0 , or if m, n ∈ Z0 , or if m ∈ Z ∧ n ∈ Z .
−
Γ(λ + 1) λ−α
α λ
0 Dt t = t / Z−
, λ∈ (36)
Γ(λ − α + 1)
Duarte Valério
α λt
−∞ Dt e = λα eλt , λ 6= 0 (37)
α λt λc −α
c Dt e = e (t − c) E1,1−α (λ(t − c)), λ 6= 0 (38)
α λt −α
0 Dt e =t
E1,1−α (λt), λ 6= 0 (39)
απ
α α
D
−∞ t sin(λt) = λ sin λt + , λ 6= 0 (40)
2
α α απ
−∞ Dt cos(λt) = λ cos λt + , λ 6= 0 (41)
2
where H(t) is the Heaviside function, and Eα,β (t) is the two-parameter Mittag-Leffler function,
given by
+∞
X tk
Eα,β (t) = (42)
Γ(αk + β)
k=0
3 Variable-order derivatives
When order z depends on time t, there are three obvious ways of accounting for that variation:
Grünwald-Letnikoff definition GL1:
b t−c
h c
X
k z(t)
(−1) f (t − kh)
k
z(t) k=0
c Dt f (t) = lim+ (43)
h→0 hz(t)
Grünwald-Letnikoff definition GL2:
k z(t − kh)
z(t)
X (−1)
b t−c
h c
k
f (t − kh)
c Dt f (t) = lim (44)
h→0+
k=0
hz(t−kh)
=[σ] =[σ]
απ απ
2 2
<[σ] <[σ]
Figure 1: In grey: regions of the complex plane where the roots of A(σ) may lie in the case of a
stable commensurate transfer function; left: 0 < α < 1; right: 1 < α < 2
Those where all orders yk and zk are integer multiples of a least common divisor z are called
commensurable: m
X
bk skz
k=0
G(s) = n (51)
X
kz
ak s
k=0
In other words, commensurable transfer functions are the ratio of two polynomials in s z .
Commensurable
Pn transfer functions are stable if and only if the roots σk , k = 1 . . . n of polyno-
mial A(σ) = k=0 ak σ k verify
π
|∠σk | > α , ∀ k (52)
2
(restricting ∠σk to [−π, +π] rad). This theorem is due to Matignon (and is proved in [14]) and
gives us the regions where the σ may lie in the case of a stable commensurable transfer function,
as shown in figure 1. (Notice that for integer systems we reach the usual criterion of stability—all
poles must have a negative real part—and that orders α > 2 make the system necessarily unstable.)
Time responses of fractional transfer functions can be found from the following cases—established
analytically from the definition—using the convolution theorem:
−1 1 tα−1
L L [δ(t)] = (53)
sα Γ(α)
1 tα
L −1 α L [H(t)] = (54)
s Γ(α + 1)
1 tα+1
L −1 α L [t] = (55)
s Γ(α + 2)
Duarte Valério
1
L −1 α L [δ(t)] = tα−1 Eα,α (±atα ) (56)
s ∓a
1
L −1 α L [H(t)] = tα Eα,α+1 (±atα ) (57)
s ∓a
−1 1
L L [t] = tα+1 Eα,α+2 (±atα ) (58)
sα ∓ a
1 tα(k+1)−1 dk Eα,α (±atα )
L −1 α k+1
L [δ(t)] = , k ∈ Z+0 (59)
(s ∓ a) Γ(k + 1) d(±atα )k
1 tα(k+1) dk Eα,α+1 (±atα )
L −1 α k+1
L [H(t)] = , k ∈ Z+0 (60)
(s ∓ a) Γ(k + 1) d(±atα )k
1 tα(k+1)+1 dk Eα,α+2 (±atα )
L −1 L [t] = , k ∈ Z+0 (61)
(sα ∓ a)k+1 Γ(k + 1) d(±atα )k
Frequency responses of fractional transfer functions can be shown to result from replacing s by
jω, as for usual transfer functions. In particular, the frequency response of G(s) = s z is
a
that when ω a, G(jω) ≈ jω ; when ω a, G(jω) ≈ 1; and when ω = a
απ
1 1 + cos απ2 + j sin 2 1
|G(ja)| =
απ απ
=
απ =p (65)
cos 2 + j sin 2 + 1 2 + 2 cos 2 2 + 2 cos απ
2
απ απ απ
− sin 2 −2 sin 4 cos 4 π
∠G(ja) = arctan = arctan απ = −α (66)
1 + cos απ
2 2 cos απ
4 cos 4 4
These frequency responses are shown in figures 2 and 3 respectively. The latter has a gain plot which
is asymptotically horizontal for low frequencies and asymptotically linear for high frequencies, and
a phase plot constant and equal to 0◦ for low frequencies and constant and equal to α90◦ for high
frequencies.
<(z) > 0, =(z) = 0 <(z) < 0, =(z) = 0 <(z) > 0, =(z) > 0
dB de dB 20< dB ade
/d eca (z )
dB dec
dB /de d B/
<(z ) ω ca de ω (z ) ω
20 20<
◦ ◦ ◦
cade
<(z)90◦ 1 0 ) rad/de
log(
ω ω =(z ) ω
<(z)90◦
<(z) > 0, =(z) < 0 <(z) < 0, =(z) > 0 <(z) < 0, =(z) < 0
dB ad e dB 20<
(z )
dB 20<
(z )
dec dB dB
dB/ /de /de
(z ) ω cad ω ca de ω
20< e
◦ ◦ de ◦
/deca
=(z ) 0 ) rad =(z )
log log(1 log
(10) r
ω =(z ) ω
(10) r
cade ω
ad/d ecade ad/de
dB
a 20α
dB
ω
/de
c ade
◦
a
ω
α45◦
α90◦
1
Figure 3: Bode diagram of
( as )α +1
2m−1+z
ωh 2N
ωπ,m = ωl (69)
ωl
If z is real, the correct gain at 1 rad/s, which is |(jω)α | = 1, ∀ α, must be set by adjusting C; if z
is complex, both gain and phase at 1 rad/s must be set by adjusting C. (Doing this for frequency
1 rad/s makes calculations easier, but if 1 rad/s is outside [ωl , ωh ] any other suitable frequency
will have to be used instead.)
As is clear from (68) and (69), if z is real poles and zeros are real too, and are recursively placed
alternating on the negative real semi-axis:
N1
ωζ,m+1 ωπ,m+1 ωh
= = (70)
ωζ,m ωπ,m ωl
This constant ratio implies that both poles and zeros are equidistant in a logarithmic scale of
frequencies, such as that found in a Bode diagram. Each pole lowers the phase 90◦ ; each zero
raises it 90◦ : the superposition of these effects results in a phase oscillating around α90◦ . Each pole
bends the gain down 20 dB per decade; each zero bends it up 20 dB per decade: the superposition
of these effects results in a gain with a slope of 20z dB per decade.
In practice, if |z| < 1, (67) is valid in the frequency range 10ωl , ω10h . Both gain and phase
have ripples, which decrease as N increases. Typically N should be at least equal to the number
Duarte Valério
of decades in [ωl , ωh ] for acceptable results. When |z| > 1, the frequency range where the approx-
imation behaves acceptably becomes narrower, and approximations such as s z = sd<(z)e sz−d<(z)e
or sz = sb<(z)c sz−b<(z)c (for which only the last term needs to be approximated) are employed.
To approximate a general fractional transfer function given by (50), m+n Crone approximations
of all the syk and szk are built, and then linearly combined.
5 Applications
Fractional order derivatives and fractional transfer functions can be used to model many systems,
such as:
• heat fluxes in the soil, found from surface soil temperature measurements; [32]
• the propagation of sound in porous materials; [9]
• the transport of substances by water in soils; [3]
• diffusion phenomena in plasmas; [6]
• prices of financial derivatives in stock markets; [4]
• viscoelasticity phenomena; [2]
• optical systems; [24]
• the human respiratory system. [10]
There are many instances of applications of fractional controllers. Their major advantage is
their robustness in the presence of model uncertainties. The following are a few examples:
• A flexible belt transmission was controlled using Crone controllers. The objective was to
keep performance irrespective of variations in the mass conveyed. [21, 25]
• An active suspension system was devised based upon Crone control. The objective was to
keep vehicle security and passenger comfort irrespective of the state of the road and the
travel velocity. [1, 16, 19]
Duarte Valério
• Irrigation canals were controlled using fractional PID controllers. The objective was to keep
water levels irrespective of unscheduled water demands. [8, 7]
• Flexible robots, that have high carried mass to robot mass ratios to increase energy use
efficiency, were controlled using fractional PIDs. The objective was to keep robot movements
precise irrespective of the vibrations unavoidable in a flexible structure. [31, 26]
There are yet other applications of fractional derivatives, such as:
• image processing; [13]
• processing of geological data (e.g. magnetic and gravity data); [5]
• path planning for robots. [17]
Acknowledgments
Research for this paper was partially supported by grant PTDC/EME-CRO/70341/2006 of FCT,
funded by POCI 2010, POS C, FSE and MCTES; and by the Portuguese Government and FEDER
under program “Programa de Financiamento Plurianual das Unidades de I&D da FCT para as
atividades de investigação do laboratório associado LAETA” (POCTI-SFA-10-46-IDMEC).
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