IDEAS home Printed from https://ideas.repec.org/a/eee/apmaco/v448y2023ics0096300323001194.html
   My bibliography  Save this article

Extended fractional singular kalman filter

Author

Listed:
  • Nosrati, Komeil
  • Belikov, Juri
  • Tepljakov, Aleksei
  • Petlenkov, Eduard

Abstract

Effective and accurate state estimation is a staple of modern modeling. On the other hand, nonlinear fractional-order singular (FOS) systems are an attractive modeling tool as well since they can provide accurate descriptions of systems with complex dynamics. Consequently, developing accurate state estimation methods for such systems is highly relevant since it provides vital information about the system including related memory effects and long interconnection properties with constraint elements. However, missing features in transforming structures such as violation of constraints in non-singular versions of such systems may affect the performance of the estimation result. This paper proposes the state estimation algorithm design for the original and non-transformed stochastic nonlinear FOS system. We introduce a deterministic data-fitting based framework which helps us to take steps directly towards Kalman filter (KF) derivation, called extended fractional singular KF (EFSKF). Using stochastic reasoning, we demonstrate how to construct recursive form of the filter. Analysis of the filter shows how the proposed algorithm reduces to the nominal nonlinear filters when the system is in its usual state-space form making said algorithm highly flexible. Finally, simulation results verify that the estimation of nonlinear states can be accomplished with the proposed EFSKF algorithm with a reasonable performance.

Suggested Citation

  • Nosrati, Komeil & Belikov, Juri & Tepljakov, Aleksei & Petlenkov, Eduard, 2023. "Extended fractional singular kalman filter," Applied Mathematics and Computation, Elsevier, vol. 448(C).
    • Handle: RePEc:eee:apmaco:v:448:y:2023:i:c:s0096300323001194
    DOI: 10.1016/j.amc.2023.127950
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0096300323001194
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.amc.2023.127950?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Chen, Xin & Zhu, Yuanguo, 2021. "Optimal control for uncertain random singular systems with multiple time-delays," Chaos, Solitons & Fractals, Elsevier, vol. 152(C).
    2. Willems, J. C., 2004. "Deterministic least squares filtering," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 341-373.
    3. Nosrati, Komeil & Shafiee, Masoud, 2018. "Fractional-order singular logistic map: Stability, bifurcation and chaos analysis," Chaos, Solitons & Fractals, Elsevier, vol. 115(C), pages 224-238.
    4. Liu, Xiang & Wang, Peiguang & Anderson, Douglas R., 2022. "On stability and feedback control of discrete fractional order singular systems with multiple time-varying delays," Chaos, Solitons & Fractals, Elsevier, vol. 155(C).
    5. Nosrati, Komeil & Shafiee, Masoud, 2017. "Dynamic analysis of fractional-order singular Holling type-II predator–prey system," Applied Mathematics and Computation, Elsevier, vol. 313(C), pages 159-179.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jinhui Zheng & Chenglin Wen & Weifeng Liu, 2023. "Kalman Filter for Linear Discrete-Time Rectangular Singular Systems Considering Causality," Mathematics, MDPI, vol. 12(1), pages 1-32, December.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Zhang, Xuefeng & Zhao, Zeli, 2020. "Robust stabilization for rectangular descriptor fractional order interval systems with order 0 < α < 1," Applied Mathematics and Computation, Elsevier, vol. 366(C).
    2. Shen, Jiayu & Shi, Jianxin & Gao, Lingceng & Zhang, Qiang & Zhu, Kai, 2023. "Uncertain green product supply chain with government intervention," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 208(C), pages 136-156.
    3. Zheng, Wei & Zhang, Zhiming & Lam, Hak-Keung & Sun, Fuchun & Wen, Shuhuan, 2023. "LMIs-based exponential stabilization for interval delay systems via congruence transformation: Application in chaotic Lorenz system," Chaos, Solitons & Fractals, Elsevier, vol. 176(C).
    4. Xu, Qinqin & Zhu, Yuanguo, 2022. "Reliability modeling of uncertain random fractional differential systems with competitive failures," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
    5. Soliman, Nancy S. & Tolba, Mohammed F. & Said, Lobna A. & Madian, Ahmed H. & Radwan, Ahmed G., 2019. "Fractional X-shape controllable multi-scroll attractor with parameter effect and FPGA automatic design tool software," Chaos, Solitons & Fractals, Elsevier, vol. 126(C), pages 292-307.
    6. Anari, Ali & Kolari, James, 2019. "The Fisher puzzle, real rate anomaly, and Wicksell effect," Journal of Empirical Finance, Elsevier, vol. 52(C), pages 128-148.
    7. Kaya, Guven & Kartal, Senol & Gurcan, Fuat, 2020. "Dynamical analysis of a discrete conformable fractional order bacteria population model in a microcosm," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 547(C).
    8. Rui Kang & Shang Gao, 2022. "Stabilization for Stochastic Coupled Kuramoto Oscillators via Nonlinear Distributed Feedback Control," Mathematics, MDPI, vol. 10(18), pages 1-9, September.
    9. Huang, Chengdai & Liu, Heng & Chen, Xiaoping & Cao, Jinde & Alsaedi, Ahmed, 2020. "Extended feedback and simulation strategies for a delayed fractional-order control system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
    10. Jia, Zhifu & Liu, Xinsheng, 2023. "Uncertain stochastic hybrid differential game system with V-n jumps: Saddle point equilibrium strategies and application to advertising duopoly game," Chaos, Solitons & Fractals, Elsevier, vol. 171(C).
    11. Akinlar, Mehmet Ali & Tchier, Fairouz & Inc, Mustafa, 2020. "Chaos control and solutions of fractional-order Malkus waterwheel model," Chaos, Solitons & Fractals, Elsevier, vol. 135(C).
    12. Nosrati, Komeil & Shafiee, Masoud, 2018. "Fractional-order singular logistic map: Stability, bifurcation and chaos analysis," Chaos, Solitons & Fractals, Elsevier, vol. 115(C), pages 224-238.
    13. Di, Ying & Zhang, Jin-Xi & Zhang, Xuefeng, 2023. "Robust stabilization of descriptor fractional-order interval systems with uncertain derivative matrices," Applied Mathematics and Computation, Elsevier, vol. 453(C).
    14. Ghosh, Uttam & Pal, Swadesh & Banerjee, Malay, 2021. "Memory effect on Bazykin’s prey-predator model: Stability and bifurcation analysis," Chaos, Solitons & Fractals, Elsevier, vol. 143(C).
    15. Yousef, Fatma Bozkurt & Yousef, Ali & Maji, Chandan, 2021. "Effects of fear in a fractional-order predator-prey system with predator density-dependent prey mortality," Chaos, Solitons & Fractals, Elsevier, vol. 145(C).
    16. Wei, Yiheng & Su, Nan & Zhao, Linlin & Cao, Jinde, 2023. "LMI based stability condition for delta fractional order system with sector approximation," Chaos, Solitons & Fractals, Elsevier, vol. 174(C).
    17. Moustafa, Mahmoud & Mohd, Mohd Hafiz & Ismail, Ahmad Izani & Abdullah, Farah Aini, 2018. "Dynamical analysis of a fractional-order Rosenzweig–MacArthur model incorporating a prey refuge," Chaos, Solitons & Fractals, Elsevier, vol. 109(C), pages 1-13.
    18. Area, I. & Nieto, J.J., 2021. "Power series solution of the fractional logistic equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 573(C).
    19. Wang, Feng-Xian & Zhang, Jie & Shu, Yan-Jun & Liu, Xin-Ge, 2023. "On stability and event trigger control of fractional neural networks by fractional non-autonomous Halanay inequalities," Chaos, Solitons & Fractals, Elsevier, vol. 170(C).
    20. Huang, Lilian & Liu, Jin & Xiang, Jianhong & Zhang, Zefeng & Du, Xiuli, 2022. "A construction method of N-dimensional non-degenerate discrete memristive hyperchaotic map," Chaos, Solitons & Fractals, Elsevier, vol. 160(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:apmaco:v:448:y:2023:i:c:s0096300323001194. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/applied-mathematics-and-computation .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.