An extended kalman filter for time delays inspired by a fractional order model

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In this paper a method to estimate time delays between two periodic signals using Extended Kalman Filters (EKF) is presented. Fractional Derivatives were used as an inspiration in the underlying EKF system model of the time delay to improve the approximation of the time delay transfer function by a truncated Taylor polynomial. This method results to reduce estimation offsets. The approach is based on the assumption that, apart from some noise and the time delay to be estimated, there is no difference between the two signals. Simulations confirm that this method works well for Gaussian bell curve-like signals with a period that is one order of magnitude greater than the time delay.

Original languageEnglish
Title of host publicationRRNR 2017: Non-Integer Order Calculus and its Applications
EditorsPiotr Ostalczyk, Dominik Sankowski, Jacek Nowakowski
Number of pages13
Place of PublicationCham
PublisherSpringer
Publication date2019
Pages151-163
ISBN (print)978-3-319-78457-1
ISBN (electronic)978-3-319-78458-8
DOIs
Publication statusPublished - 2019
EventConference on Non-integer Order Calculus and Its Applications 2017 - Lodz, Poland
Duration: 11.11.201713.11.2017
Conference number: 9
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