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Fractional-central-difference-Kalman-filter-with-unknown-prior-information

Source code of paper Fractional central difference Kalman filter with unknown prior information

Signal Processing Paper Code: SigProc_AFCDKF folder

Fractional central difference Kalman filter with unknown prior information

PaperFigure folder

Source code of original manuscript;

  1. FCDKF for SISO systems
  2. Maximum a posteriori principle based Adaptive FCDKF
  3. Comparison between the FCDKF and FEKF

PaperRiviseFigure folder

Source code of the revised paper (final paper);

  1. Comparison on time for SISO
  2. AFCDKF for an non-differentiable multidimensional system
  3. Comparison between the FCDKF and FEKF for an non-differentiable multidimensional system
@article{liu2019fractional,
  title={Fractional central difference Kalman filter with unknown prior information},
  author={Liu, Tianyu and Cheng, Songsong and Wei, Yiheng and Li, Ang and Wang, Yong},
  journal={Signal Processing},
  volume={154},
  pages={294--303},
  year={2019},
  publisher={Elsevier}
}