Fractional Adaptive Kalman Filter with Colored Correlated Noise

For linear fractional systems with correlated fractional colored process noise and colored measurement noise obtained by Tustin generating function method, a fractional adaptive Kalman filter based on virtual noise technology is proposed in this paper, which can effectively realize the state estimation of such fractional systems. The proposed algorithm is simple and more suitable for practical engineering applications. Simulation results verify the effectiveness and feasibility of the proposed algorithm.