“…The applications of variable order derivatives and integrals can also be found in signal processing [24]. In the literature [16,36], three general types of variable order derivative definitions can be found, however, in this paper, the only one (first) definition of the generalization of fractional order difference for variable in time order will be used.…”
The paper presents estimation schemes for discrete fractional and integer order state-space systems with fractional order colored noise. The fractional order colored noise is a generalization of the traditional colored noise (noise with dynamic dependency) for the case when the dynamics of noise is of fractional order. Proposed estimation algorithm additionally uses information about noise dynamics, which allows for obtaining better estimates of state vector. The numerical experiments of estimation integer order system with fractional noise are presented as well.
“…Fractional calculus can model price volatility in finance, in hydrology to model fast spreading of pollutants, the generation of fractional Brownian motion as a representation of aquifer material with long-range correlation structure, the particle motions in a heterogeneous environment and long particle jumps of the anomalous diffusion in physics [1,2,5,7,12,14]. Using the concept of variable-order fractional integration and differentiation [11], some diffusion processes in response to temperature changes may be better described. Generally speaking, there is a little difficult that we gain exact analytic solutions of fractional differential equation, and so the approximate and numerical techniques can be introduced and used.…”
This paper presents the numerical approximate solutions for variable-order Riesz fractional diffusion equation (RFDE) and Riesz fractional advection-dispersion equation (RFADE) with source term on a finite domain via adaptive method. To deal the numerical approximate solution of Riesz spatial fractional calculus, two numerical methods are provided. Numerical results are included to illustrate the results obtained.
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