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
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