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

DOI10.1016/j.jfranklin.2020.03.029zbMath1441.93313OpenAlexW3032869186MaRDI QIDQ2198628

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

Mathematics Subject Classification ID

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

Related Items (6)

Convergence analysis of Newton method without inversion for solving discrete algebraic Riccati equations ⋮ Frequency characteristics of dissipative and generative fractional RLC circuits ⋮ Dissipative and generative fractional \(RLC\) circuits in the transient regime ⋮ Robust fractional order singular Kalman filter ⋮ Extended fractional singular Kalman filter ⋮ Some uniqueness results of the solutions for two kinds of Riccati equations with variable fractional derivative

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