A modified Kalman filter algorithm for fractional system under Lévy noises. Issue 5 (May 2015)
- Record Type:
- Journal Article
- Title:
- A modified Kalman filter algorithm for fractional system under Lévy noises. Issue 5 (May 2015)
- Main Title:
- A modified Kalman filter algorithm for fractional system under Lévy noises
- Authors:
- Wu, Xiaopeng
Sun, Yonghui
Lu, Zigang
Wei, Zhinong
Ni, Ming
Yu, Wenjie - Abstract:
- <abstract abstract-type="author" id="ab0005"> <title id="sect0005">Abstract</title> <sec> <p id="sp0055">This paper considers the filter designing problem for discrete linear fractional order systems with non-Gaussian noises. Taking both the system noise and the measurement noise as Lévy noises instead of Gaussian white noises, through the approximating transformation for Lévy noises, a modified Kalman filter algorithm is proposed for discrete linear fractional order system. The developed results can be used to estimate the system states for discrete linear fractional order system under non-Gaussian Lévy noises with satisfactory accuracy, which are more general than some existing results. Finally, simulation results are provided to verify and illustrate the effectiveness of the obtained results.</p> </sec> </abstract>
- Is Part Of:
- Journal of the Franklin Institute. Volume 352:Issue 5(2015:May)
- Journal:
- Journal of the Franklin Institute
- Issue:
- Volume 352:Issue 5(2015:May)
- Issue Display:
- Volume 352, Issue 5 (2015)
- Year:
- 2015
- Volume:
- 352
- Issue:
- 5
- Issue Sort Value:
- 2015-0352-0005-0000
- Page Start:
- 1963
- Page End:
- 1978
- Publication Date:
- 2015-05
- Subjects:
- Science -- Periodicals
Technology -- Periodicals
Patents -- United States -- Periodicals
505 - Journal URLs:
- http://www.elsevier.com/journals ↗
http://www.sciencedirect.com/science/journal/00160032 ↗ - DOI:
- 10.1016/j.jfranklin.2015.02.008 ↗
- Languages:
- English
- ISSNs:
- 0016-0032
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 4755.000000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 3645.xml