Please use this identifier to cite or link to this item: http://localhost/handle/Hannan/193311
Title: Fractional extended Kalman filtering for non-linear fractional system with Lévy noises
Authors: Yonghui Sun;Xiaopeng Wu;Jinde Cao;Zhinong Wei;Guoqiang Sun
Year: 2017
Publisher: IET
Abstract: In this study, the extended Kalman filtering problem is discussed for fractional-order non-linear discrete system with Le&x0301;vy noises. Two different approximating methods are proposed, respectively, one is to obtain the approximated system measurement noise firstly, then calculates the iterative state vector and measurement vector, the other one is to approximate state vector and measurement vector directly, which seems to be more efficient. Based on the proposed approximating methods, two novel fractional extended Kalman filter designing strategies are developed for fractional-order non-linear discrete system with Le&x0301;vy noises, some detailed comparisons and discussions are presented to show that the obtained results are more general. Finally, some simulation results with necessary comparisons and discussions are given to illustrate the validity and correctness of the proposed methods.
URI: http://localhost/handle/Hannan/193311
volume: 11
issue: 3
More Information: 349,
358
Appears in Collections:2017

Files in This Item:
File SizeFormat 
7823309.pdf3.17 MBAdobe PDF
Title: Fractional extended Kalman filtering for non-linear fractional system with Lévy noises
Authors: Yonghui Sun;Xiaopeng Wu;Jinde Cao;Zhinong Wei;Guoqiang Sun
Year: 2017
Publisher: IET
Abstract: In this study, the extended Kalman filtering problem is discussed for fractional-order non-linear discrete system with Le&x0301;vy noises. Two different approximating methods are proposed, respectively, one is to obtain the approximated system measurement noise firstly, then calculates the iterative state vector and measurement vector, the other one is to approximate state vector and measurement vector directly, which seems to be more efficient. Based on the proposed approximating methods, two novel fractional extended Kalman filter designing strategies are developed for fractional-order non-linear discrete system with Le&x0301;vy noises, some detailed comparisons and discussions are presented to show that the obtained results are more general. Finally, some simulation results with necessary comparisons and discussions are given to illustrate the validity and correctness of the proposed methods.
URI: http://localhost/handle/Hannan/193311
volume: 11
issue: 3
More Information: 349,
358
Appears in Collections:2017

Files in This Item:
File SizeFormat 
7823309.pdf3.17 MBAdobe PDF
Title: Fractional extended Kalman filtering for non-linear fractional system with Lévy noises
Authors: Yonghui Sun;Xiaopeng Wu;Jinde Cao;Zhinong Wei;Guoqiang Sun
Year: 2017
Publisher: IET
Abstract: In this study, the extended Kalman filtering problem is discussed for fractional-order non-linear discrete system with Le&x0301;vy noises. Two different approximating methods are proposed, respectively, one is to obtain the approximated system measurement noise firstly, then calculates the iterative state vector and measurement vector, the other one is to approximate state vector and measurement vector directly, which seems to be more efficient. Based on the proposed approximating methods, two novel fractional extended Kalman filter designing strategies are developed for fractional-order non-linear discrete system with Le&x0301;vy noises, some detailed comparisons and discussions are presented to show that the obtained results are more general. Finally, some simulation results with necessary comparisons and discussions are given to illustrate the validity and correctness of the proposed methods.
URI: http://localhost/handle/Hannan/193311
volume: 11
issue: 3
More Information: 349,
358
Appears in Collections:2017

Files in This Item:
File SizeFormat 
7823309.pdf3.17 MBAdobe PDF