Improved fractional Kalman filter and its application to estimation over lossy networks

  • Authors:
  • Dominik Sierociuk;Inés Tejado;Blas M. Vinagre

  • Affiliations:
  • Institute of Control and Industrial Electronics, Warsaw University of Technology, Koszykowa 75, 00-662 Warsaw, Poland;Industrial Engineering School, University of Extremadura, Avenida de Elvas s/n, 06006 Badajoz, Spain;Industrial Engineering School, University of Extremadura, Avenida de Elvas s/n, 06006 Badajoz, Spain

  • Venue:
  • Signal Processing
  • Year:
  • 2011

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Abstract

This paper presents improvements on the fractional Kalman filter (FKF) based on the infinite dimensional form of a linear discrete fractional order state-space system. Furthermore, taking into account the considerable interest in estimation over networks with packet losses, the application and extension of the improved FKF are included. Some simulation cases are given in order to demonstrate the effectiveness of the proposed algorithms, with significant improvements in terms of estimation and smoothing results.