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首页> 外文会议>Proceedings of the Fifth symposium on fractional differentiation and its applications >Fractional order estimation schemes for fractional and integer order systems with fractional order colored noise
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Fractional order estimation schemes for fractional and integer order systems with fractional order colored noise

机译：具有分数阶有色噪声的分数阶和整数阶系统的分数阶估计方案

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摘要

The paper presents estimation schemes for discrete fractional and integer order state space systems with fractional order colored noise. The fractional order colored noise is a generalization of the traditional colored noise (noise with dynamic dependency) for the case when the dynamics of noise is fractional order dynamics. Proposed estimation algorithm use additionally information about noise dynamics, what allows to obtain better estimates of state vector. The numerical experiments of estimation integer order system with fractional noise is presented as well.
机译：本文提出了具有分数阶有色噪声的离散分数阶和整数阶状态空间系统的估计方案。当噪声的动力学是分数阶动力学时，分数阶有色噪声是传统有色噪声（具有动态相关性的噪声）的概括。提出的估计算法还使用了有关噪声动力学的信息，从而获得了状态向量的更好估计。给出了分数阶估计整数阶系统的数值实验。

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