Fractional-Kalman-filter-algorithms

fractional Kalman filter algorithms source code for SISO fractional order systems, including:

• Fractional extended Kalman filter (FEKF),
• Fractional central Kalman filter (FCDKF),
• Fractional unscented Kalman filter (FUKF),
• Fractional particle filter (FPF). Besides, UKF_test (unscented Kalman filter for integer order systems)

paper

• Liu, T., Wei, Y., Yin, W., Wang, Y., & Liang, Q. (2019). State estimation for nonlinear discrete–time fractional systems A Bayesian perspective. Signal Processing, 165, 250-261.
• Liu, T., Cheng, S., Wei, Y., Li, A., & Wang, Y. (2019). Fractional central difference Kalman filter with unknown prior information. Signal Processing, 154, 294-303.