On the general Kalman filter for discrete time stochastic fractional systems |
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| Authors: | Hoda Sadeghian Hassan Salarieh Aria Alasty Ali Meghdari |
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| Affiliation: | Center of Excellence in Design, Robotics and Automation, Department of Mechanical Engineering, Sharif University of Technology, PO Box 11155-9567, Tehran, Iran |
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| Abstract: | 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. |
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| Keywords: | Kalman filter Stochastic system Fractional order system |
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