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

DOI10.1016/J.JFRANKLIN.2020.03.029zbMATH Open1441.93313OpenAlexW3032869186MaRDI QIDQ2198628FDOQ2198628

Masoud Shafiee, Komeil Nosrati

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

Recommendations

• State estimation of stochastic singular linear systems: convergence and stability
• Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices
• Extended fractional singular Kalman filter
• Convergent properties of Riccati equation with application to stability analysis of state estimation
• State estimation of stochastic singular linear systems

Mathematics Subject Classification ID

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

Cites Work

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

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
• Frequency characteristics of dissipative and generative fractional RLC circuits
• Some uniqueness results of the solutions for two kinds of Riccati equations with variable fractional derivative
• Robust fractional order singular Kalman filter
• Extended fractional singular Kalman filter

This page was built for publication: On the convergence and stability of fractional singular Kalman filter and Riccati equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2198628)