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Adaptive observer design for bounded dynamic stochastic systems

Shen, L. and Wang, H. and Yue, H. (2005) Adaptive observer design for bounded dynamic stochastic systems. Journal of the Graduate School of the Chinese Academy of Sciences, 22 (4). pp. 480-487.

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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.