NDLI: Kalman filters for linear continuous-time fractional-order systems involving coloured noises using fractional-order average derivative

Content Provider	IET Digital Library
Author	Yang, Chao Gao, Zhe Liu, Fanghui
Abstract	In this study, Kalman filters for continuous-time linear fractional-order systems are studied with fractional-order coloured process and measurement noise, respectively. By fractional-order average derivative, linear fractional-order systems with coloured fractional-order process or measurement noise are discretised. To deal with coloured noises, the authors construct an augmented system with respect to the state, the process noise and the measurement noise. Furthermore, fractional-order Kalman filter using the fractional-order average derivative is proposed. This filter improves the accuracy of the state estimation and the filtering effect for coloured process and measurement noises. Finally, they give two examples to verify the correctness and validity of the proposed algorithm.
Starting Page	456
Ending Page	465
Page Count	10
ISSN	17518644
Volume Number	12
e-ISSN	17518652
Issue Number	Issue 4, Mar (2018)
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/iet-cta/12/4
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/10.1049/iet-cta.2017.0817
Journal	IET Control Theory & Applications
Publisher Date	2017-12-12
Access Restriction	Open
Rights Holder	© The Institution of Engineering and Technology
Subject Keyword	Augmented System Coloured Noises Continuous Time System Filtering Effect Filtering Method in Signal Processing Filtering Theory Fractional-order Average Derivative Fractional-order Coloured Process Fractional-order Kalman Filter Kalman Filter Linear Continuous-time Fractional-order System Measurement Noise Modelling And Identification Signal Processing Theory Simulation State Estimation
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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