A New Look at the Initial Condition Problem

Manuel D. Ortigueira

doi:10.3390/math10101771

A New Look at the Initial Condition Problem

Manuel D. Ortigueira

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19 Citations (Scopus)

108 Downloads (Pure)

Abstract

In this paper, some myths associated to the initial condition problem are studied and demystified. It is shown that the initial conditions provided by the one-sided Laplace transform are not those required for Riemann-Liouville and Caputo derivatives. The problem is studied and solved with generality as well as applied to continuous-time fractional autoregressive-moving average systems.

Original language	English
Article number	1771
Number of pages	17
Journal	Mathematics
Volume	10
Issue number	10
DOIs	https://doi.org/10.3390/math10101771
Publication status	Published - 23 May 2022

Keywords

Caputo derivative
FARMA
fractional derivative
initial conditions
linear systems
Riemann-Liouville derivative

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10.3390/math10101771Licence: CC BY

A New Look at the Initial Condition ProblemFinal published version, 328 KBLicence: CC BY

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A New Look at the Initial Condition Problem

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