Unknown Input Kalman Filtering for Linear Discrete-Time Fractional Order Systems With Direct Feedthrough

被引:0
作者
Kupper, Martin [1 ,2 ]
Pfeifer, Martin [1 ]
Krebs, Stefan [1 ]
Hohmann, Soeren [1 ]
机构
[1] Karlsruhe Inst Technol, Inst Control Syst, Karlsruhe, Germany
[2] ITK Engn GmbH, Rulzheim, Germany
来源
2019 18TH EUROPEAN CONTROL CONFERENCE (ECC) | 2019年
关键词
MINIMUM-VARIANCE INPUT; STATE ESTIMATION; DESIGN; OBSERVER;
D O I
10.23919/ecc.2019.8795817
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This paper presents an algorithm for a joint estimation of pseudo states and unknown inputs of a fractional order system. The special case where the unknown inputs have direct feedthrough to the outputs is considered. Necessary and sufficient conditions are given under which an unbiased pseudo state and input estimation is possible. The prediction step of the fractional Kalman filter uses an approximation as it can not be calculated exactly in practice. Therefore, the estimation procedure is suboptimal. Nevertheless, the method yields accurate estimates of pseudo states and unknown inputs which is illustrated by means of an academic example.
引用
收藏
页码:1848 / 1853
页数:6
相关论文
共 29 条
[1]  
Amemiya Takeshi, 1985, ADV ECONOMETRICS
[2]   High-order sliding mode observer for fractional commensurate linear systems with unknown input [J].
Belkhatir, Zehor ;
Laleg-Kirati, Taous Meriem .
AUTOMATICA, 2017, 82 :209-217
[3]  
Belkhatir Z, 2015, IEEE INTL CONF CONTR, P388, DOI 10.1109/CCA.2015.7320660
[4]   Fuzzy generalized projective synchronization of incommensurate fractional-order chaotic systems [J].
Boulkroune, A. ;
Bouzeriba, A. ;
Bouden, T. .
NEUROCOMPUTING, 2016, 173 :606-614
[5]   Unbiased minimum-variance state estimation for linear systems with unknown input [J].
Cheng, Yue ;
Ye, Hao ;
Wang, Yongqiang ;
Zhou, Donghual .
AUTOMATICA, 2009, 45 (02) :485-491
[6]  
Chien-Shu Hsieh, 2012, 2012 7th IEEE Conference on Industrial Electronics and Applications (ICIEA 2012). Proceedings, P1847, DOI 10.1109/ICIEA.2012.6361028
[7]   Dynamic State Estimation in Power System by Applying the Extended Kalman Filter With Unknown Inputs to Phasor Measurements [J].
Ghahremani, Esmaeil ;
Kamwa, Innocent .
IEEE TRANSACTIONS ON POWER SYSTEMS, 2011, 26 (04) :2556-2566
[8]   Unbiased minimum-variance input and state estimation for linear discrete-time systems with direct feedthrough [J].
Gillijns, Steven ;
De Moor, Bart .
AUTOMATICA, 2007, 43 (05) :934-937
[9]   Unbiased minimum-variance input and state estimation for linear discrete-time systems [J].
Gillijns, Steven ;
De Moor, Bart .
AUTOMATICA, 2007, 43 (01) :111-116
[10]   EXTENSION OF GAUSS-MARKOV THEOREM TO INCLUDE ESTIMATION OF RANDOM EFFECTS [J].
HARVILLE, D .
ANNALS OF STATISTICS, 1976, 4 (02) :384-395