Fractional Kalman Filter Algorithms for Correlated System and Measurement Noises

• Autorzy: Dominik Sierociuk
• Języki publikacji: EN

Abstrakty

EN

The paper presents a generalization of the Fractional Kalman Filter to a case when correlated system and measurement noises appear. The algorithm proposed is derived in detail for a linear generalized discrete fractional order state-space system for both constant and variable order cases. In order to present the efficiency of the proposed algorithm, results of numerical simulations are presented. Results of numerical experiments are compared with the effect of estimation obtained when using the traditional Fractional Kalman Filter algorithm. (original abstract)

Słowa kluczowe

EN

Kalman filters; Information noise; Correlation

PL

Filtry Kalmana; Szum informacyjny; Korelacja

• Czasopismo: Control and Cybernetics
• Rocznik: 2013
• Tom: 42
• Numer: nr 2
• Strony: 471--490

Twórcy

autor

Dominik Sierociuk

• Warsaw University of Technology, Poland

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