Constrained Reduced-Order Fractional Kalman Filtering for State Constrained Fractional Linear Systems

This paper is the first to investigate the state filtering problem for linear fractional order discrete state-space systems with state constraints. To tackle this issue, a reduced-order fractional system model is presented by utilizing the linear relationships between state variables and constrains. Afterwards, a constrained reduced-order fractional Kalman filter(CRFKF) is derived accordingly. Last, the effectiveness of the proposed algorithm is demonstrated by a simple tracking example.