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# 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) and fractional particle filter (FPF)
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)
## FCDKF
fractional central Kalman filter
## FEKF
fractional extended Kalman filter
## FUKF
fractional unscented Kalman filter
## FPF
fractional particle filter
## UKF_test
unscented Kalman filter for integer order systems
## paper
- Liu, T., Cheng, S., Wei, Y., Li, A., & Wang, Y. (2019). [Fractional central difference Kalman filter with unknown prior information](https://www.sciencedirect.com/science/article/pii/S0165168418302676). Signal Processing, 154, 294-303.
- Liu, T., Wei, Y., Yin, W., Wang, Y., & Liang, Q. (2019). [State estimation for nonlinear discrete–time fractional systems A Bayesian perspective](https://www.sciencedirect.com/science/article/pii/S0165168419302452). Signal Processing, 165, 250-261.
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