On the convergence and stability of fractional singular Kalman filter and Riccati equation

DOI10.1016/J.JFRANKLIN.2020.03.029MaRDI QIDQ2198628zbMATH OpenOpenAlexFDO

Authors Komeil Nosrati, Masoud Shafiee

Publication date 15 September 2020

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jfranklin.2020.03.029

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Fractional derivatives and integrals (26A33) Discrete-time control/observation systems (93C55)

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Cites work

• Dynamic analysis of fractional-order singular Holling type-II predator-prey system
• Existence, uniqueness, and stability of solutions to singular linear quadratic optimal control problems
• Exponential stability of hybrid switched nonlinear singular systems with time-varying delay
• Fractional linear systems and electrical circuits
• Fractional-order singular logistic map: stability, bifurcation and chaos analysis
• Infinite horizon linear quadratic Pareto game of the stochastic singular systems
• Kalman filtering and Riccati equations for descriptor systems
• New admissibility conditions for singular linear continuous-time fractional-order systems
• Normalized finite fractional differences: computational and accuracy breakthroughs
• Optimal recursive estimation for discrete-time descriptor systems
• Robust stabilization for rectangular descriptor fractional order interval systems with order \(0 < \alpha < 1\)
• Robust stabilization of uncertain descriptor fractional-order systems
• Sensor fault diagnosis in fractional-order singular systems using unknown input observer
• Singular control systems
• Sufficient and necessary conditions for stabilizing singular fractional order systems with partially measurable state
• The analysis of fractional differential equations. An application-oriented exposition using differential operators of Caputo type

Cited in

(9)

• Bemerkungen zu den Riccati-Gleichungen beim Entwurf von Kaiman-Filtern / Comments on the Riccati equations for Kaiman filter design
• Optimal control strategy by tracking and compensation for ICPS under the DoS attack
• Dissipative and generative fractional \(RLC\) circuits in the transient regime
• Peak covariance stability of a random Riccati equation arising from Kalman filtering with observation losses
• Convergence analysis of Newton method without inversion for solving discrete algebraic Riccati equations
• Some uniqueness results of the solutions for two kinds of Riccati equations with variable fractional derivative
• Frequency characteristics of dissipative and generative fractional RLC circuits
• Extended fractional singular Kalman filter
• Robust fractional order singular Kalman filter

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