The Grünwald–Letnikov Fractional-Order Derivative with Fixed Memory Length

Abstract

Contrary to integer-order derivative, the fractional-order derivative of a non-constant periodic function is not a periodic function with the same period. As a consequence of this property, the time-invariant fractional-order systems do not have any non-constant periodic solution unless the lower terminal of the derivative is ±∞, which is not practical. This property limits the applicability of the fractional derivative and makes it unfavorable, for a wide range of periodic real phenomena. Therefore, enlarging the applicability of fractional systems to such periodic real phenomena is an important research topic. In this paper, we give a solution for the above problem by imposing a simple modification on the Grünwald–Letnikov definition of fractional derivative. This modification consists of fixing the memory length and varying the lower terminal of the derivative. It is shown that the new proposed definition of fractional derivative preserves the periodicity.