Robust Kalman filter for fractional order systems with uncertain colored noise variance

被引:0
|
作者
Wang, Guanran [1 ]
Sun, Xiaojun [1 ,2 ,3 ]
机构
[1] Heilongjiang Univ, Sch Elect Engn, Harbin, Heilongjiang, Peoples R China
[2] Key Lab Informat Fus Estimat & Detect, Harbin, Heilongjiang, Peoples R China
[3] Heilongjiang Univ, Sch Elect Engn, Xuefu Rd 74, Harbin 150080, Heilongjiang, Peoples R China
来源
MEASUREMENT & CONTROL | 2024年 / 57卷 / 10期
关键词
Centralized fusion; weighted fusion; robust filtering; fractional calculus; optimal estimation; CONTROLLER-DESIGN; STABILITY; CALCULUS;
D O I
10.1177/00202940241241917
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
For fractional order systems with colored process noise, the discretization fractional order system model is used to construct the augmented vector defined by the state vector and colored process noise vector. Based on the augmented equation of fractional order systems, the robust local Kalman filtering algorithm for fractional order systems with colored process noise is derived. The matrix weighted fusion, weighted measurement fusion and centralized fusion methods were used to fuse and estimate the state of multi-sensor fractional order system. Simulation results show the effectiveness of the proposed algorithm.
引用
收藏
页码:1445 / 1455
页数:11
相关论文
共 50 条
  • [41] Adaptive fractional-order unscented Kalman filter with unknown noise statistics
    Xiao, Kui
    Yu, Wentao
    Qu, Feng
    Lian, Jianfang
    Liu, Chaofan
    Liu, Weirong
    INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, 2022, 36 (10) : 2519 - 2536
  • [42] On kalman filter for linear system with colored measurement noise
    Guobin Chang
    Journal of Geodesy, 2014, 88 : 1163 - 1170
  • [43] ROBUST KALMAN FILTERING FOR UNCERTAIN SYSTEMS
    XIE, LH
    SOH, YC
    SYSTEMS & CONTROL LETTERS, 1994, 22 (02) : 123 - 129
  • [44] Hierarchical fusion robust Kalman filter for clustering sensor network time-varying systems with uncertain noise variances
    Zhang, Peng
    Qi, Wenjuan
    Deng, Zili
    INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, 2015, 29 (01) : 99 - 122
  • [45] Robust Kalman Filter for Systems With Colored Heavy-Tailed Process and Measurement Noises
    Wang, Guoqing
    Zhao, Jiaxiang
    Yang, Chunyu
    Ma, Lei
    Fan, Xiaoxiao
    Dai, Wei
    IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS II-EXPRESS BRIEFS, 2023, 70 (11) : 4256 - 4260
  • [46] Robust Guaranteed Cost Steady-State Kalman Predictors for Systems with Multiplicative Noises, Colored Measurements Noises and Uncertain Noise Variances
    Yang Chunshan
    Deng Zili
    2017 29TH CHINESE CONTROL AND DECISION CONFERENCE (CCDC), 2017, : 413 - 420
  • [47] Extended Kalman filters for nonlinear fractional-order systems perturbed by colored noises
    Yang, Chao
    Gao, Zhe
    Liu, Fanghui
    Ma, Ruicheng
    ISA TRANSACTIONS, 2020, 102 : 68 - 80
  • [48] Robust steady-state Kalman filter for uncertain descriptor system with missing measurement and uncertain-variance correlated noises
    Dou, Yinfeng
    Zheng, Jiayi
    PROCEEDINGS OF THE 33RD CHINESE CONTROL AND DECISION CONFERENCE (CCDC 2021), 2021, : 4435 - 4440
  • [49] Robust Weighted Fusion Kalman Filter with Multiplicative Noises, Uncertain Noise Variances, and Missing Measurements
    Liu, Wenqiang
    Deng, Zili
    2016 IEEE INTERNATIONAL CONFERENCE ON ELECTRONIC INFORMATION AND COMMUNICATION TECHNOLOGY ICEICT 2016 PROCEEDINGS, 2016, : 255 - 261
  • [50] An improved Sage-Husa variational robust adaptive kalman filter with uncertain noise covariances
    Fan Y.
    Qiao S.
    Wang G.
    Zhang H.
    IEEE Sensors Journal, 2024, 24 (18) : 1 - 1