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›› 2005, Vol. 22 ›› Issue (4): 478-487.DOI: 10.7523/j.issn.2095-6134.2005.4.013

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Adaptive Observer Design for Bounded Dynamic Stochastic Systems

SHEN Ling, WANG Hong, YUE Hong   

  1. Institute of Automation, Chinese Academy of Sciences, Beijing 100080, China
  • Received:2004-06-23 Revised:2004-08-06 Online:2005-07-15
  • Supported by:

    supported by the National Natural Science Foundation of China(60128303)

Abstract:

This paper considers the state observation problem for bounded dynamic stochastic systems by using B-spline model to approximate output probability density functions. First, a form of residual signal is considered for the output probability density function using square root B-spline neural network model, and the on-line tuning of the observer gain is obtained using Lyapunov analysis. Then a new logarithm B-spline model is presented and the adaptive observer is designed. Finally, two simulated examples are used to demonstrate the proposed algorithms, and desired results have been obtained.

Key words: observer, adaptive updat ing rule, residual signal, B-spline model

CLC Number: