Kalman filtering for fractional order systems with multiple time delay measurement

Abstract

Abstract— For fractional order systems that their measurements have multiple time delay, the discrete time Fractional Kalman Filter (FKF) is developed. Reorganized innovation approach is extended for converting the multiple time delay measurement to delay-free system. Then, the optimal solution is obtained by solving the discrete Riccati equation. A numerical example is given to clarify the efficiency of the proposed scheme.