On the general Kalman filter for discrete time stochastic fractional systems

被引：32
|
作者：
Sadeghian, Hoda [1 ]
Salarieh, Hassan [1 ]
Alasty, Aria [1 ]
Meghdari, Ali [1 ]
机构：
[1] Sharif Univ Technol, Ctr Excellence Design Robot & Automat, Dept Mech Engn, Tehran, Iran
来源：
MECHATRONICS | 2013年 / 23卷 / 07期
关键词：
Kalman filter; Stochastic system; Fractional order system; CALCULUS;
D O I：
10.1016/j.mechatronics.2013.02.006
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper the derivation of Kalman filter for discrete time-stochastic fractional system is investigated. Based on a novel cumulative vector form model for fractional systems, a general Kalman filter is introduced. The validity of the proposed method has been compared with a previously presented method via simulation results. It is shown that this method can be better applied for discrete time stochastic fractional systems with slower dynamics. (C) 2013 Elsevier Ltd. All rights reserved.
引用
收藏
页码：764 / 771
页数：8
相关论文
共 50 条
  • [21] Convergence of discrete-time Kalman filter estimate to continuous time estimate
    Aalto, Atte
    INTERNATIONAL JOURNAL OF CONTROL, 2016, 89 (04) : 668 - 679
  • [22] Extended fractional singular kalman filter
    Nosrati, Komeil
    Belikov, Juri
    Tepljakov, Aleksei
    Petlenkov, Eduard
    APPLIED MATHEMATICS AND COMPUTATION, 2023, 448
  • [23] A Modified Fractional-Order Unscented Kalman Filter for Nonlinear Fractional-Order Systems
    Ramezani, Abdolrahman
    Safarinejadian, Behrouz
    CIRCUITS SYSTEMS AND SIGNAL PROCESSING, 2018, 37 (09) : 3756 - 3784
  • [24] UNEXPECTED RESULTS OF EXTENDED FRACTIONAL KALMAN FILTER FOR PARAMETER IDENTIFICATION IN FRACTIONAL ORDER CHAOTIC SYSTEMS
    Sun, Guanghui
    Wang, Mao
    Wu, Ligang
    INTERNATIONAL JOURNAL OF INNOVATIVE COMPUTING INFORMATION AND CONTROL, 2011, 7 (09): : 5341 - 5352
  • [25] Discrete Kalman Filter Invariant to Perturbations
    Volovyk, Andrii
    Kychak, Vasyl
    Havrilov, Dmytro
    ACTA POLYTECHNICA HUNGARICA, 2021, 18 (10) : 21 - +
  • [26] Time invariant Kalman filter implementation via general Chandrasekhar algorithm
    Assimakis, N
    Kechriniotis, A
    Voliotis, S
    Tassis, F
    IWSSIP 2005: Proceedings of the 12th International Worshop on Systems, Signals & Image Processing, 2005, : 69 - 71
  • [27] Robust Kalman filter for fractional order systems with uncertain colored noise variance
    Wang, Guanran
    Sun, Xiaojun
    MEASUREMENT & CONTROL, 2024, 57 (10): : 1445 - 1455
  • [28] Algorithm 900: A Discrete Time Kalman Filter Package for Large Scale Problems
    Torres, German A.
    ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE, 2010, 37 (01):
  • [29] The Level Set Kalman Filter for State Estimation of Continuous-Discrete Systems
    Wang, Ningyuan
    Forger, Daniel B.
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2022, 70 : 631 - 642
  • [30] Inverse Kalman filtering problems for discrete-time systems☆
    Li, Yibei
    Wahlberg, Bo
    Hu, Xiaoming
    Xie, Lihua
    AUTOMATICA, 2024, 163
12345