Extended Kalman filters for fractional‐order nonlinear continuous‐time systems containing unknown parameters with correlated colored noises

DOI10.1002/rnc.4699zbMath1432.93343OpenAlexW2967747310MaRDI QIDQ5212459

Xiao-Min Huang, Xiaojiao Chen, Ruicheng Ma, Zhe Gao

Publication date: 29 January 2020

Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/rnc.4699

zbMATH Keywords

extended Kalman filtersparameter estimationstate estimationfractional-order nonlinear systemcorrelated fractional-order colored noises

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Fractional derivatives and integrals (26A33)

Related Items (2)

Variational Bayesian identification for bilinear state space models with Markov‐switching time delays ⋮ Robust fractional order singular Kalman filter

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