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有界动态随机系统的观测器设计

     

摘要

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.%提出了用于有界动态随机系统的状态观测器设计方法.首先利用平方根B样条逼近系统的输出概率密度函数来构造残差,同时利用李亚普诺夫函数方法得到观测器增益的自适应调节规律,然后提出了新的对数B样条逼近模型并设计了新的自适应观测器,两个仿真例子表明了方法的有效性.

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