A New Look at the Initial Condition Problem

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 generalit...

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Bibliographic Details
Main Author: Manuel D. Ortigueira
Format: Article
Language:English
Published: MDPI AG 2022-05-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/10/10/1771
Description
Summary: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.
ISSN:2227-7390