• DocumentCode
    2055870
  • Title

    Continuous fractional Kalman filter

  • Author

    Aoun, Mohamed ; Najar, Slaheddine ; Abdelhamid, Moufida ; Abdelkrim, Mohamed Naceur

  • Author_Institution
    Nat. Eng. Sch. of Gabes, Gabes, Tunisia
  • fYear
    2012
  • fDate
    20-23 March 2012
  • Firstpage
    1
  • Lastpage
    6
  • Abstract
    This paper develops a new Kalman filter for linear systems described with continuous time fractional model. It extends the classical Kalman filter to deals with fractional differentiation. It is called continuous fractional Kalman Filter. The algorithm of the new filter is detailed and a suboptimal filter can be deduced. A numerical example illustrates the state estimation of a fractional model with the new filter.
  • Keywords
    Kalman filters; differentiation; linear systems; continuous fractional Kalman filter; continuous time fractional model; fractional differentiation; linear systems; suboptimal filter; Covariance matrix; Equations; Estimation error; Kalman filters; Mathematical model; Noise; Numerical models; Continuous fractional Kalman filter; Fractional differentiation; state estimation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Systems, Signals and Devices (SSD), 2012 9th International Multi-Conference on
  • Conference_Location
    Chemnitz
  • Print_ISBN
    978-1-4673-1590-6
  • Electronic_ISBN
    978-1-4673-1589-0
  • Type

    conf

  • DOI
    10.1109/SSD.2012.6198068
  • Filename
    6198068
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2055870