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This study proposes the design of unscented Kalman filter for a continuous‐time nonlinear fractional‐order system involving the process noise and the measurement noise. The nonlinear fractional‐order system is discretized to get the difference equation. According to the unscented transformation, the design method of unscented Kalman filter for a continuous‐time nonlinear fractional‐order system is...
This paper presents cubature Kalman filters for nonlinear continuous-time fractional-order systems involving the uncorrelated and correlated process and measurement noises. A continuous-time fractional-order system is discretized by the Grümwald–Letnikov difference to gain a difference equation. By using the third-degree spherical–radial rule, the nonlinear functions in the state equation and output...
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