https://doi.org/10.1140/epjst/e2016-02619-6
Regular Article
Kalman filters for fractional discrete-time stochastic systems along with time-delay in the observation signal
Department of Electrical Engineering, Ferdowsi University of Mashhad, Mashhad 9177948974, Iran
a e-mail: hamed.torabi@yahoo.com; hamed.torabi@stu-mail.um.ac.ir
b e-mail: n-pariz@um.ac.ir
c Corresponding author: karimpor@um.ac.ir
Received: 5 August 2015
Revised: 11 January 2016
Published online: 29 February 2016
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.
© EDP Sciences, Springer-Verlag, 2016
