Loading...
On the general Kalman filter for discrete time stochastic fractional systems
452 viewed

On the general Kalman filter for discrete time stochastic fractional systems

Sadeghian, H

On the general Kalman filter for discrete time stochastic fractional systems

Sadeghian, H ; Sharif University of Technology

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