NDLI: Kalman filtering for discrete-time linear fractional-order singular systems

Content Provider	IET Digital Library
Author	Nosrati, Komeil Shafiee, Masoud
Abstract	This study considers the optimal linear estimation problem for the discrete-time stochastic fractional-order system in its more general formulation. The system is allowed to be in singular form, rectangular, with dynamical and measurement noises correlated. First, some new conditions for the solvability, regularity and causality to discrete-time linear stochastic fractional-order singular (FOS) systems are given, and then, a new Kalman filter (KF) fractional singular KF (FSKF) is designed for such systems. This general form of filter is derived using deterministic arguments in a completely self-contained way besides the stochastic reasoning and covers the nominal singular and fractional KFs. Instead of the standard stochastic formulation, the filter recursions are obtained as a solution of a convenient organisation of the deterministic data-fitting estimate of an entire state trajectory given the measurements for both time-invariant and time-varying cases. To present the efficiency of the proposed algorithm, results of numerical simulations are presented.
Starting Page	1254
Ending Page	1266
Page Count	13
ISSN	17518644
Volume Number	12
e-ISSN	17518652
Issue Number	Issue 9, Jun (2018)
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/iet-cta/12/9
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/10.1049/iet-cta.2017.0898
Journal	IET Control Theory & Applications
Publisher Date	2018-02-20
Access Restriction	Open
Rights Holder	© The Institution of Engineering and Technology
Subject Keyword	Approximation Theory Control System Analysis Deterministic Data-fitting Estimate Discrete Control System Discrete Time System Discrete-time Linear FOS System Discrete-time Linear Stochastic Fractional-order Singular System Dynamical Measurement Noises Filter Recursions FOS KF Fractional KF Kalman Filter Linear System Nominal Singular KF Optimal Linear Estimation Problem Recursive Estimation Standard Stochastic Formulation Stochastic Reasoning Stochastic System Synthesis Method Time Varying Control System Time Varying System Time-invariant Time-varying Cases
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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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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