NDLI: Hybrid extended-cubature Kalman filters for non-linear continuous-time fractional-order systems involving uncorrelated and correlated noises using fractional-order average derivative

Content Provider	IET Digital Library
Author	Yang, Chuang Gao, Zhe Huang, Xiaomin Kan, Tao
Abstract	In this study, hybrid extended-cubature Kalman filters (HECKFs) for non-linear continuous-time fractional-order systems with uncorrelated and correlated noises are investigated. A non-linear continuous-time fractional-order system using the fractional-order average derivative is discretised to gain a difference equation. The fractional-order average derivative method can achieve more accurate state estimation compared with the Grünwald–Letnikov difference method and the non-linear functions in the system description are dealt with the extended Kalman filter (EKF) and cubature Kalman filter (CKF). The first-order Taylor expansion used in the EKF method is implemented for a non-linear function at the current time. Meanwhile, by using the third-degree spherical-radical rule, the functions in the state equation and output equation are performed by the cubature points. Based on these cubature points, the CKFs for uncorrelated and correlated noises are presented to achieve the effective state estimation. Besides, the simulation results are offered to validate the effectiveness of the HECKF proposed in this study.
Starting Page	1424
Ending Page	1437
Page Count	14
ISSN	17518644
Volume Number	14
e-ISSN	17518652
Issue Number	Issue 11, Jul (2020)
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/iet-cta/14/11
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/10.1049/iet-cta.2019.1121
Journal	IET Control Theory & Applications
Publisher Date	2020-05-18
Access Restriction	Open
Rights Holder	© The Institution of Engineering and Technology
Subject Keyword	Continuous Time System Cubature Points Difference Equation Differential Equation (numerical Analysis) EKF Method Filtering Method in Signal Processing First-order Taylor Expansion Fractional-order Average Derivative Method Grunwald–Letnikov Difference Method HECKFs Hybrid Extended-cubature Kalman Filter Kalman Filter Modelling And Identification Nonlinear Continuous-time Fractional-order System Nonlinear Control System Nonlinear Filter Nonlinear Function Signal Processing Theory Simulation State Estimation Third-degree Spherical-radical Rule Uncorrelated-correlated Noises
Content Type	Text
Resource Type	Article
Subject	Control and Optimization Control and Systems Engineering Human-Computer Interaction Electrical and Electronic Engineering Computer Science Applications

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