European Physical Journal: Special Topics, Volume (225), No (1), Year (2016-2) , Pages (107-118)

Title : ( Kalman filters for fractional discrete- time stochastic systems along with time- delay in the observation signal )

Authors: Seyyed Hamed Torabi , Naser Pariz , Ali Karimpour ,

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Abstract

This paper investigates fractional Kalman filters when time-delay is entered in the observation signal in the discrete-time stochastic fractional order state-space representation. After investigating the common fractional Kalman filter, we try to derive a fractional Kalman filter for time-delay fractional systems. A detailed derivation is given. Fractional Kalman filters will be used to estimate recursively the states of fractional order state-space systems based on minimizing the cost function when there is a constant time delay (d) in the observation signal. The problem will be solved by converting the filtering problem to a usual d-step prediction problem for delay-free fractional systems.

Keywords

, Kalman filter, Stochastic systems, Fractional order