Title :
Continuous fractional Kalman filter
Author :
Aoun, Mohamed ; Najar, Slaheddine ; Abdelhamid, Moufida ; Abdelkrim, Mohamed Naceur
Author_Institution :
Nat. Eng. Sch. of Gabes, Gabes, Tunisia
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;
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
DOI :
10.1109/SSD.2012.6198068
