A solution to the fundamental linear complex-order differential equation

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Abstract

This paper provides the solution to the complex-order differential equation, 0dtqx(t)=kx(t)+bu(t), where both q and k are complex. The time-response solution is shown to be a series that is complex-valued. Combining this system with its complex conjugate-order system yields the following generalized differential equation, 0dt2Re(q)x(t)-k¯0dtqx(t)-k0dtq¯x(t)+kk¯x(t)=p0dtqu(t)+p¯0dtq¯u(t)-(k+k¯)u(t). The transfer function of this system is p(sq-k)-1+p¯(sq¯-k¯)-1, having a time-response 2n=0t(n+1)u-1RepknΓ((n+1)q)cos((n+1)vlnt)-ImpknΓ((n+1)q)sin((n+1)vlnt). The transfer function has an infinite number of complex–conjugate pole pairs. Bounds on the parameters u=Re(q),v=Im(q), and k are determined for system stability.

Introduction

The idea of an integer-order differintegral operator has previously been extended to the differintegral operator of non-integer but real order. In depth discussions can be found in [12], [9]. Further generalizations have been made to the complex-order operator [7], [6], [10].

Hartley et al. showed that when a complex-order operator is paired with its conjugate-order operator, real time-responses are created. This is analogous to a complex pole of an integer order system. A single complex pole has a complex time-response, but when encountered with its complex–conjugate pole, the resulting time-response is real-valued. Complex poles always occur in complex conjugates. Similarly, for a real time-response complex-order operators always occur in complex–conjugate pairs. [4].

Systems with complex-order differintegrals can arise from a variety of situations. The CRONE controller makes use of conjugated-order differintegrals in a limited manner [11]. Such a system can also be artificially constructed and implemented using the techniques of Jiang et al. [5]. Such a system results from identification, as proposed by Adams et al. [1]. This paper develops the fundamental complex–conjugated order differential equation. Because the meaning of complex time-responses is not understood, the purpose of this paper is to develop complex-order systems whose time-response is purely real. The behavior of these systems is explored in the time domain, the Laplace domain and the frequency domain. Examples are presented.

Section snippets

Time-response

Hartley and Lorenzo [3] developed the F-function as the impulse response of the real-order system,G(s)=1sq-k.

The F-function is given byFq(k,t)=n=0knt(n+1)qΓ((n+1)q),where k and q are real. The F-function is used rather than the more commonly used Mittag–Leffler function, because the F-function is more convenient.

Noting that the derivation of the F-function in [3] does not depend on q,k, or p being real, it is easily seen that for H(s) given byH(s)=psq-k+p¯sq¯-k¯=psq¯+p¯sq-(p¯k+pk¯)(sq-k)(sq¯-k

Examples

Consider the system given by the transfer functionH1(s)=1s0.5(1+i)+0.5-i0.75+1s0.5(1-i)+0.5+i0.75.In this example k1=-1+i0.7752,p1=1, and q1=0.8+i0.64. Fig. 1 shows the step response of this system. The system has poles at s=-4.9802±i6.0118. Fig. 2 shows the frequency response for this system. The magnitude response shows the predicted behavior, a slope of 0dBdec for small ω and a slope of 10dBdec for large ω with some ripple in the response.

A second system for consideration is given byH2(s)=1s

Conclusions

Dynamic systems of complex-order are studied in this paper. Specifically, the fundamental complex-order differential equation is presented. Its time-response is shown to be a complex F-function. Combining this system with its conjugate, a real time-response is shown to result. The properties of this combined system are studied, including time-response, frequency response, and stability. The analytical results are verified with examples. It is shown in an example that these systems can display

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