In this paper a new least-squares (LS) approach is used to model the discrete-time fractional differintegrator. This approach is based on a mismatch error between the required response and the one obtained by the difference equation defining the auto-regressive, moving-average (ARMA) model. In minimizing the error power we obtain a set of suitable normal equations that allow us to obtain the ARMA parameters. This new LS is then applied to the same examples as in ?R.S. Barbosa, J.A. Tenreiro Machado, I.M. Ferreira, Least-squares design of digital fractional-order operators, FDA'2004 First IFAC Workshop on Fractional Differentiation and Its Applications, Bordeaux, France, July 19-21, 2004, P. Ostalczyk, Fundamental properties of the fractional-order discrete-time integrator, Signal Processing 83 (2003) 2367-2376? so performance comparisons can be drawn. Simulation results show that both magnitude frequency responses are essentially identical. Concerning the modeling stability,both algorithms present similar limitations, although for different ARMA model orders.

Fractional centred differences and derivatives definitions are proposed, generalizing to real orders the existing ones valid for even and odd positive integer orders. For each one, suitable integral formulations are obtained. The computations of the involved integrals lead to new generalizations of the Cauchy integral derivative. To compute this integral, a special two-straight-line path was used. With this the referred integrals lead to the well-known Riesz potential operators and their inverses that emerge as true fractional centred derivatives, but that can be computed through summations similar to the well-known Grünwald-Letnikov derivatives.

The relation showing that the Grunwald-Letnikov and generalised Cauchy derivatives are equal is presented. This establishes a bridge between two different formulations and simultaneously between the classic integer order derivatives and the fractional ones. Starting from the generalised Cauchy derivative formula, new relations are obtained, namely a regularised version that makes the concept of pseudo-function appear naturally without the need for a rejection of any infinite part. From the regularised derivative, new formulations are deduced and specialised first for the real functions and afterwards for functions with Laplace transforms obtaining the definitions proposed by Lionville. With these tools suitable definitions of fractional linear systems are obtained.

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