Comparison of Linear and Extended Kalman Filters of Integer and Fractional Orders for Estimating the State and Parameters of Discrete Fractional Dynamic Systems

Discrete linear and extended Kalman filters (KFs) of integer and fractional orders are presented for estimating the state and unknown parameters of linear and nonlinear discrete fractional-order systems. A comparison of traditional and fractional KFs is given. The features and advantages of the fractional algorithm are considered, which are illustrated with examples of using discrete linear and extended KFs.