Fractional order estimation schemes for fractional and integer order systems with fractional order colored noise

摘要：

The paper presents estimation schemes for discrete fractional and integer order state space systems with fractional order colored noise. The fractional order colored noise is a generalization of the traditional colored noise (noise with dynamic dependency) for the case when the dynamics of noise is fractional order dynamics. Proposed estimation algorithm use additionally information about noise dynamics, what allows to obtain better estimates of state vector. The numerical experiments of estimation integer order system with fractional noise is presented as well.

关键词： Estimation algorithms Kalman filters Fractal systems System noise Colored noise

作者: Dominik Sierociuk Pawel Ziubinski

作者单位: Institute of Control andIndustrial ElectronicsWarsaw University of TechnologyKoszykowa 75, Warsaw, P Institute of Control and Industrial Electronics Warsaw University of Technology Koszykowa 75, Warsaw

会议类型: 国际会议

会议名称: The Fifth Symposium on Fractional Differentiation and Its Applications(第五届国际自动控制联合会分数阶导数及其应用会议)

会议地点: 南京

会议语种:英文

页码: 1-6

在线出版日期: 2012-05-14（万方平台首次上网日期，不代表论文的发表时间）