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On the general Kalman filter for discrete time stochastic fractional systems

Sadeghian, H ; Sharif University of Technology | 2013

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  1. Type of Document: Article
  2. DOI: 10.1016/j.mechatronics.2013.02.006
  3. Publisher: 2013
  4. Abstract:
  5. 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
  6. Keywords:
  7. Fractional order system ; Kalman filter ; Stochastic system ; Discrete time ; Fractional systems ; Fractional-order systems ; Stochastic systems ; Kalman filters
  8. Source: Mechatronics ; Volume 23, Issue 7 , 2013 , Pages 764-771 ; 09574158 (ISSN)
  9. URL: http://www.sciencedirect.com/science/article/pii/S0957415813000305