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2006 | 16 | 1 | 129-140
Tytuł artykułu

Fractional kalman filter algorithm for the states parameters and order of fractional system estimation

Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
This paper presents a generalization of the Kalman filter for linear and nonlinear fractional order discrete state-space systems. Linear and nonlinear discrete fractional order state-space systems are also introduced. The simplified kalman filter for the linear case is called the fractional Kalman filter and its nonlinear extension is named the extended fractional Kalman filter. The background and motivations for using such techniques are given, and some algorithms are discussed. The paper also shows a simple numerical example of linear state estimation. Finally, as an example of nonlinear estimation, the paper discusses the possibility of using these algorithms for parameters and fractional order estimation for fractional order systems. Numerical examples of the use of these algorithms in a general nonlinear case are presented.
Rocznik
Tom
16
Numer
1
Strony
129-140
Opis fizyczny
Daty
wydano
2006
otrzymano
2005-04-10
poprawiono
2005-12-08
Twórcy
  • Institute of Control and Industrial Electronics, Faculty of Electrical Engineering, Warsaw University of Technology, ul. Koszykowa 75, 00-662 Warsaw, Poland
  • Institute of Control and Industrial Electronics, Faculty of Electrical Engineering, Warsaw University of Technology, ul. Koszykowa 75, 00-662 Warsaw, Poland
Bibliografia
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  • Cois O., Oustaloup A., Poinot T. and Battaglia J.-L. (2001): Fractional state variable filter for system identification by fractional model. -Proc. European Contr. Conf., ECC'2001, Porto, Portugal, pp. 2481-2486.
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  • Ostalczyk P. (2004a): Fractional-Order Backward Difference Equivalent Forms Part I - Horners Form. - Proc. 1-st IFAC Workshop Fractional Differentation and its Applications, FDA'04, Enseirb, Bordeaux, France, pp. 342-347.
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Typ dokumentu
Bibliografia
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