Design of the modified fractional central difference Kalman filters under stochastic colored noises

doi:10.1016/j.isatra.2021.08.044

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	Design of the modified fractional central difference Kalman filters under stochastic colored noises
	T. T. Jiang; J. L. Wang; Y. L. He and Y. Wang
	2022
发表期刊	Isa Transactions
ISSN	0019-0578
卷号	127 页码:487-500
摘要	For state estimation of discrete nonlinear fractional stochastic systems, this study presents two innovative modified fractional central difference Kalman filters. We consider a complicated scenario where the process noise or measurement noise in the system become colored noise. Firstly, the nonlinear function is linearized by utilizing the Stirling polynomial interpolation formula. Thus there is no need to calculate the Jacobi matrix for both algorithms, which means very few application limitations. Then, based on the augmented-state method, we develop an augmented state fractional central difference Kalman filter under the scenario of colored process noise. Afterwards, a state estimation algorithm for handling stochastic systems containing colored measurement noise is put forward by using the measurement expansion method. Finally, to perform the superiority of the developed algorithms, several simulations are carried out. As well, the algorithms derived in this paper are contrasted with the original fractional central difference Kalman filter and three other algorithms. Notably, a simulation with engineering significance for the state-of-charge estimation for lithium-ion batteries is also introduced, Aside from the commonly used numerical simulation. The results verify the superiority of the developed algorithms in sense of estimation accuracy and real-time performance. (C) 2021 ISA. Published by Elsevier Ltd. All rights reserved.
DOI	10.1016/j.isatra.2021.08.044
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收录类别	sci ; ei
语种	英语
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文献类型	期刊论文
条目标识符	http://ir.ciomp.ac.cn/handle/181722/66548
专题	中国科学院长春光学精密机械与物理研究所
推荐引用方式 GB/T 7714	T. T. Jiang,J. L. Wang,Y. L. He and Y. Wang. Design of the modified fractional central difference Kalman filters under stochastic colored noises[J]. Isa Transactions,2022,127:487-500.
APA	T. T. Jiang,J. L. Wang,&Y. L. He and Y. Wang.(2022).Design of the modified fractional central difference Kalman filters under stochastic colored noises.Isa Transactions,127,487-500.
MLA	T. T. Jiang,et al."Design of the modified fractional central difference Kalman filters under stochastic colored noises".Isa Transactions 127(2022):487-500.

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