稳态分数阶Kalman滤波器

Steady-state fractional Kalman filter

基于CARMA新息模型对线性离散分数阶状态空间系统提出一种稳态分数阶Kalman滤波器。分数阶描述比整数阶描述更精确,所提出的滤波器相比已有的整数阶系统的相关研究结果更具普遍性和实用性。仿真实例表明了该滤波器的有效性。

Based on the CARMA innovation model,a steady-state fractional Kalman filter is presented for the linear fractional order discrete state-space systems.Compared with the existing results for the integer order systems,it is more universal and practical,because the description of fractional order is more accurate than that given by integer order.A simulation example shows its effectiveness.