State-estimation-for-nonlinear-discrete-time-fractional-systems-A-Bayesian-perspective

Source code of paper State estimation for nonlinear discrete–time fractional systems A Bayesian perspective

STBL Alpha stable distributions folder

The MATLAB function library “STBL” written by Mark Veillette is used. Source code can be downloaded in: https://ww2.mathworks.cn/matlabcentral/fileexchange/37514-stbl-alpha-stable-distributions-for-matlab

For a detailed description about this function library, see: http://math.bu.edu/people/mveillet/html/alphastablepub.html

SISO_Gau_FPF

FPF for fractional Gaussian systems: scalar case.

FourAlgCompare folder

Comparison of FEKF, FCDKF, FUKF and FPF for a SISO fractional Gaussian system.

MIMO_Gau_FPF

FPF for fractional Gaussian systems: multivariate case.

SISO_NonGau_FPF folder

FPF for a fractional non-Gaussian system

 @article{liu2019state,  
  title={State estimation for nonlinear discrete--time fractional systems: A Bayesian perspective},  
  author={Liu, Tianyu and Wei, Yiheng and Yin, Weidi and Wang, Yong and Liang, Qing},  
  journal={Signal Processing},  
  volume={165},  
  pages={250--261},  
  year={2019},  
  publisher={Elsevier}  
}