White noise estimation for linear discrete fractional order system

White noise estimation for linear discrete fractional order system

The process white noise (PWN) and observation white noise (OWN) estimation problem for linear discrete fractional order systems (LDFOS) is addressed in this study. By using the Grünwald-Letnikov (G-L) operator as a definition of the discrete fractional calculus (DFC), LDFOS is transformed into a cla...

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Bibliographic Details
Main Authors: Yantong Mu, Huihong Zhao, Zhifang Li
Format: Article
Language:English
Published: AIMS Press 2022-03-01
Series:AIMS Mathematics
Subjects:
white noise
fractional order system
one-step predictor
filtering
fixed-lag smoothing
Online Access:https://www.aimspress.com/article/doi/10.3934/math.2022558?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/math.2022558?viewType=HTML

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