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

• Autorzy: Dominik Sierociuk , Andrzej Dzieliński
• 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.

Słowa kluczowe

EN

linebreak extended fractional Kalman filter; discrete fractional state-space systems; parameters estimation; fractional Kalman filter; order estimation

• Wydawca: University of Zielona Gora Press
• Czasopismo: International Journal of Applied Mathematics and Computer Science
• Rocznik: 2006
• Tom: 16
• Numer: 1
• Strony: 129-140

Daty

wydano

2006

otrzymano

2005-04-10

poprawiono

2005-12-08

Twórcy

autor

Dominik Sierociuk

• Institute of Control and Industrial Electronics, Faculty of Electrical Engineering, Warsaw University of Technology, ul. Koszykowa 75, 00-662 Warsaw, Poland

autor

Andrzej Dzieliński

• Institute of Control and Industrial Electronics, Faculty of Electrical Engineering, Warsaw University of Technology, ul. Koszykowa 75, 00-662 Warsaw, Poland

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