[go: up one dir, main page]
More Web Proxy on the site http://driver.im/ Skip to main content
Log in

A Modified Fractional-Order Unscented Kalman Filter for Nonlinear Fractional-Order Systems

  • Published:
Circuits, Systems, and Signal Processing Aims and scope Submit manuscript

Abstract

In this paper, a fractional-order unscented Kalman filter (FUKF) is introduced at first. Then, its convergence is analyzed based on Lyapunov functions for nonlinear fractional-order systems. Specific conditions are obtained that guarantee the boundedness of the FUKF estimation error. In addition, an adaptive noise covariance is suggested to overcome huge estimation errors. Since the adaptation law plays a crucial role in the performance of the proposed method, a fuzzy logic based method is also presented to improve the adaptive noise covariance. Therefore, a modified FUKF is proposed to increase the convergence and the accuracy of the estimation. Finally, the proposed algorithm is implemented to estimate the states of a two electric pendulum system and its performance is analyzed. Simulation results show that a huge estimation error leads to the FUKF divergence; however, the modified fractional-order unscented Kalman filter with fuzzy performs an accurate state estimation.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Subscribe and save

Springer+ Basic
£29.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price includes VAT (United Kingdom)

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7

Similar content being viewed by others

References

  1. K.J. Åström, Introduction to Stochastic Control Theory (Courier Corporation, North Chelmsford, 2012)

    MATH  Google Scholar 

  2. R.L. Bagley, J. Torvik, Fractional calculus—a different approach to the analysis of viscoelastically damped structures. AIAA J. 21(5), 741–748 (1983)

    Article  MATH  Google Scholar 

  3. R.L. Bagley, P.J. Torvik, Fractional calculus in the transient analysis of viscoelastically damped structures. AIAA J. 23(6), 918–925 (1985)

    Article  MATH  Google Scholar 

  4. D. Baleanu, J.A.T. Machado, A.C. Luo, Fractional Dynamics and Control (Springer, Berlin, 2011)

    Google Scholar 

  5. D. Baleanu, J.H. Asad, I. Petras, Fractional-order two-electric pendulum. Rom. Rep. Phys. 64(4), 907–914 (2012)

    Google Scholar 

  6. S.K. Biswas, L. Qiao, A.G. Dempster, A novel a priori state computation strategy for the unscented Kalman filter to improve computational efficiency. IEEE Trans. Autom. Control 62(4), 1852–1864 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  7. M. Boutayeb, D. Aubry, A strong tracking extended Kalman observer for nonlinear discrete-time systems. IEEE Trans. Autom. Control 44(8), 1550–1556 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  8. R. Caballero-Aguila, A. Hermoso-Carazo, J. Linares-Pérez, Extended and unscented filtering algorithms in nonlinear fractional order systems with uncertain observations. Appl. Math. Sci. 6(29–32), 1471–1486 (2012)

    MathSciNet  MATH  Google Scholar 

  9. R. Caponetto, G. Dongola, L. Fortuna, I. Petráš, Modeling and Control Applications (World Scientific, Singapore, 2010)

    Google Scholar 

  10. G. Chowdhary, R. Jategaonkar, Aerodynamic parameter estimation from flight data applying extended and unscented Kalman filter. Aerosp. Sci. Technol. 14(2), 106–117 (2010)

    Article  Google Scholar 

  11. M. Dalir, M. Bashour, Applications of fractional calculus. Appl. Math. Sci. 4(21), 1021–1032 (2010)

    MathSciNet  MATH  Google Scholar 

  12. R.A.Z. Daou, X. Moreau, C. Francis, Study of the effects of structural uncertainties on a fractional system of the first kind-application in vibration isolation with the CRONE suspension. SIViP 6(3), 463–478 (2012)

    Article  Google Scholar 

  13. D.L. Debeljković, S.B. Stojanovicí, S.A. Milinkovicí, N. Vinjic, M. Pjescic, Stability in the sense of Lyapunov of generalized state space time delayed system: a geometric approach. Int. J. Inf. Syst. Sci. 4(2), 278–300 (2008)

    MathSciNet  Google Scholar 

  14. A. Djouambi, A. Voda, A. Charef, Recursive prediction error identification of fractional order models. Commun. Nonlinear Sci. Numer. Simul. 17(6), 2517–2524 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  15. J. Grizzle, Y. Song, The extended Kalman filter as a local asymptotic observer for nonlinear discrete-time systems. J. Math. Syst. Estim. Control 5(1), 59–78 (1995)

    MATH  Google Scholar 

  16. M. Hazewinkel, Chebyshev Inequality in Probability Theory. Encyclopedia of Mathematics (Springer, Berlin, 2001)

    Google Scholar 

  17. V. Keyantuo, M. Warma, On the interior approximate controllability for fractional wave equations. Discrete Contin. Dyn. Syst. 36(7), 3719–3739 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  18. Y.-H. Lan, H.-X. Huang, Y. Zhou, Observer-based robust control of a (1\(<\)a\(<\) 2) fractional-order uncertain systems: a linear matrix inequality approach. IET Control Theory Appl. 6(2), 229–234 (2012)

    Article  MathSciNet  Google Scholar 

  19. A.M.B. Lashiher, C. Storey, Final-stability with some applications. IMA J. Appl. Math. 9(3), 397–410 (1972)

    Article  MathSciNet  MATH  Google Scholar 

  20. J.B. Marion, Classical Dynamics of Particles and Systems (Academic Press, Cambridge, 2013)

    Google Scholar 

  21. C. Monje, Y. Chen, B. Vinagre, D. Xue, V. Feliu-Batlle, Fractional-Order Systems and Controls (Springer, London, 2010)

    Book  MATH  Google Scholar 

  22. T. Mur, Relative controllability of linear systems of fractional order with delay. Math. Control Relat. Fields 5(4), 845–858 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  23. I. Podlubny, Fractional Differential Equations: An Introduction to Fractional Derivatives, Fractional Differential Equations, to Methods of Their Solution and Some of Their Applications, vol. 198 (Academic press, London, 1998)

    MATH  Google Scholar 

  24. P. Ryzhakov, E. Oñate, R. Rossi, S. Idelsohn, Improving mass conservation in simulation of incompressible flows. Int. J. Numer. Meth. Eng. 90(12), 1435–1451 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  25. H. Sadeghian, H. Salarieh, A. Alasty, A. Meghdari, On the fractional-order extended Kalman filter and its application to chaotic cryptography in noisy environment. Appl. Math. Model. 38(3), 961–973 (2014)

    Article  MathSciNet  Google Scholar 

  26. D. Sierociuk, A. Dzielinski, Fractional Kalman filter algorithm for the states, parameters and order of fractional system estimation. Int. J. Appl. Math. Comput. Sci. 16(1), 129 (2006)

    MathSciNet  MATH  Google Scholar 

  27. D. Sierociuk, P. Ziubinski, Fractional order estimation schemes for fractional and integer order systems with constant and variable fractional order colored noise. Circuits Syst. Signal Process. 33(12), 3861–3882 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  28. D. Sierociuk, I. Tejado, B.M. Vinagre, Improved fractional Kalman filter and its application to estimation over lossy networks. Signal Process. 91(3), 542–552 (2011)

    Article  MATH  Google Scholar 

  29. D. Sierociuk, W. Malesza, M. Macias, Derivation, interpretation, and analog modelling of fractional variable order derivative definition. Appl. Math. Model. 39(13), 3876–3888 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  30. D. Sierociuk, M. Macias, P. Ziubinski, Experimental results of modeling variable order system based on discrete fractional variable order state-space model, in Theoretical Developments and Applications of Non-integer Order Systems, ed. by S. Domek, S. Dworak (Springer, Cham, 2016), pp. 129–139

    Chapter  Google Scholar 

  31. R. Singhal, S. Padhee, G. Kaur, Design of fractional order PID controller for speed control of DC motor. Int. J. Sci. Res. Publ. 2(6), 1–8 (2012)

    Google Scholar 

  32. S.B. Stojanović, D.L. Debeljković, M.P. Lazarević, Stability of discrete-time fractional order systems: an approach based on stability of discrete-time integer order time-delay systems, in Advanced Topics on Applications of Fractional Calculus on Control Problems, System Stability and Modeling, ed. by V. Mladenov, N. Mastorakis (WSEAS Press, 2014), pp. 67–87

  33. Y. Wang, Z. Qiu, X. Qu, An improved unscented Kalman filter for discrete nonlinear systems with random parameters. Discrete Dyn. Nat. Soc. 2017, 1–10 (2017)

  34. B. West, M. Bologna, Grigolini P (2012) Physics of fractal operators (Springer, Berlin, 2012)

    Google Scholar 

  35. H. Yan, F. Qian, H. Zhang, F. Yang, G. Guo, \(H_\infty \) fault detection for networked mechanical spring-mass systems with incomplete information. IEEE Trans. Ind. Electron. 63(9), 5622–5631 (2016)

    Article  Google Scholar 

  36. A. Yu, Y. Liu, J. Zhu, Z. Dong, An improved dual unscented Kalman filter for state and parameter estimation. Asian J. Control 18(4), 1427–1440 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  37. Y.-G. Zhang, Y.-L. Huang, Z.-M. Wu, N. Li, Quasi-stochastic integration filter for nonlinear estimation. Math. Probl. Eng. 2014, 1–10 (2014)

  38. Y. Zhang, Y. Huang, N. Li, L. Zhao, Interpolatory cubature Kalman filters. IET Control Theory Appl. 9(11), 1731–1739 (2015)

    Article  MathSciNet  Google Scholar 

  39. H. Zhang, X. Zheng, H. Yan, C. Peng, Z. Wang, Q. Chen, Codesign of event-triggered and distributed \(H_\infty \) filtering for active semi-vehicle suspension systems. IEEE/ASME Trans. Mechatron. 22(2), 1047–1058 (2017)

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Behrouz Safarinejadian.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Ramezani, A., Safarinejadian, B. A Modified Fractional-Order Unscented Kalman Filter for Nonlinear Fractional-Order Systems. Circuits Syst Signal Process 37, 3756–3784 (2018). https://doi.org/10.1007/s00034-017-0729-9

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00034-017-0729-9

Keywords

Navigation