Robust extended fractional Kalman filter for nonlinear fractional system with missing measurements

Abstract

Accurate and effective state estimation is essential for nonlinear fractional system, since it can provide some vital operation information about the system. However, inevitably missing measurements and additive uncertainty in the gain will affect the performance of estimation result. Thus, in this paper, in order to deal with these problems, a novel robust extended fractional Kalman filter (REFKF) is developed for states estimation of nonlinear fractional system, by which the states can be estimated accurately even with missing measurements. Finally, simulation results are provided to demonstrate that the proposed method can achieve much better estimation performance than the conventional extended fractional Kalman filter (EFKF).