分数阶离散卡尔曼滤波

Discrete Fractional Order Kalman Filter

分数阶微积分在控制系统的应用日益广泛,随着分数阶动态模型的引入,需要求解分数阶估计问题的方法。文章从分数阶线性动态系统模型出发,以概率论为基础,导出分数阶的卡尔曼滤波器,得到其递推模型。

Fractional calculus is widly uesd in control system theroy, owing to the introduction of fractional dynamic system model, it is urgent to find solution to frantional state estimation. Starting from fractional nonlinear dynamic system mode, based on probablity theory, discrete fractional kalman filter is derived, and the recursive model is obtained.