An extended kalman filter for time delays inspired by a fractional order model
Research output: Contributions to collected editions/works › Article in conference proceedings › Research › peer-review
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RRNR 2017: : Non-Integer Order Calculus and its Applications. ed. / Piotr Ostalczyk; Dominik Sankowski; Jacek Nowakowski. Cham: Springer, 2019. p. 151-163 (Lecture Notes in Electrical Engineering; Vol. 496).
Research output: Contributions to collected editions/works › Article in conference proceedings › Research › peer-review
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TY - CHAP
T1 - An extended kalman filter for time delays inspired by a fractional order model
AU - Haus, Benedikt
AU - Mercorelli, Paolo
N1 - Conference code: 9
PY - 2019
Y1 - 2019
N2 - 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.
AB - 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.
KW - Engineering
UR - http://www.scopus.com/inward/record.url?scp=85044829199&partnerID=8YFLogxK
U2 - 10.1007/978-3-319-78458-8_14
DO - 10.1007/978-3-319-78458-8_14
M3 - Article in conference proceedings
AN - SCOPUS:85044829199
SN - 978-3-319-78457-1
T3 - Lecture Notes in Electrical Engineering
SP - 151
EP - 163
BT - RRNR 2017:
A2 - Ostalczyk, Piotr
A2 - Sankowski, Dominik
A2 - Nowakowski, Jacek
PB - Springer
CY - Cham
T2 - Conference on Non-integer Order Calculus and Its Applications 2017
Y2 - 11 November 2017 through 13 November 2017
ER -