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Extended fractional singular kalman filter

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  • Nosrati, Komeil
  • Belikov, Juri
  • Tepljakov, Aleksei
  • Petlenkov, Eduard

Abstract

Effective and accurate state estimation is a staple of modern modeling. On the other hand, nonlinear fractional-order singular (FOS) systems are an attractive modeling tool as well since they can provide accurate descriptions of systems with complex dynamics. Consequently, developing accurate state estimation methods for such systems is highly relevant since it provides vital information about the system including related memory effects and long interconnection properties with constraint elements. However, missing features in transforming structures such as violation of constraints in non-singular versions of such systems may affect the performance of the estimation result. This paper proposes the state estimation algorithm design for the original and non-transformed stochastic nonlinear FOS system. We introduce a deterministic data-fitting based framework which helps us to take steps directly towards Kalman filter (KF) derivation, called extended fractional singular KF (EFSKF). Using stochastic reasoning, we demonstrate how to construct recursive form of the filter. Analysis of the filter shows how the proposed algorithm reduces to the nominal nonlinear filters when the system is in its usual state-space form making said algorithm highly flexible. Finally, simulation results verify that the estimation of nonlinear states can be accomplished with the proposed EFSKF algorithm with a reasonable performance.

Suggested Citation

  • Nosrati, Komeil & Belikov, Juri & Tepljakov, Aleksei & Petlenkov, Eduard, 2023. "Extended fractional singular kalman filter," Applied Mathematics and Computation, Elsevier, vol. 448(C).
    • Handle: RePEc:eee:apmaco:v:448:y:2023:i:c:s0096300323001194
    DOI: 10.1016/j.amc.2023.127950
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    References listed on IDEAS

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    1. Chen, Xin & Zhu, Yuanguo, 2021. "Optimal control for uncertain random singular systems with multiple time-delays," Chaos, Solitons & Fractals, Elsevier, vol. 152(C).
    2. Willems, J. C., 2004. "Deterministic least squares filtering," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 341-373.
    3. Nosrati, Komeil & Shafiee, Masoud, 2018. "Fractional-order singular logistic map: Stability, bifurcation and chaos analysis," Chaos, Solitons & Fractals, Elsevier, vol. 115(C), pages 224-238.
    4. Liu, Xiang & Wang, Peiguang & Anderson, Douglas R., 2022. "On stability and feedback control of discrete fractional order singular systems with multiple time-varying delays," Chaos, Solitons & Fractals, Elsevier, vol. 155(C).
    5. Nosrati, Komeil & Shafiee, Masoud, 2017. "Dynamic analysis of fractional-order singular Holling type-II predator–prey system," Applied Mathematics and Computation, Elsevier, vol. 313(C), pages 159-179.
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    Cited by:

    1. Jinhui Zheng & Chenglin Wen & Weifeng Liu, 2023. "Kalman Filter for Linear Discrete-Time Rectangular Singular Systems Considering Causality," Mathematics, MDPI, vol. 12(1), pages 1-32, December.

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