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考虑带非参数不确定项的随机非线性系统自适应观测器设计问题.不同于已有结果,系统的不确定项无需满足Lipschitz连续性条件,也不必要仅仅是系统输出的函数.通过设计一个带参数自适应律的非线性观测器来重构系统状态,该观测器结构简单且易于实现.应用Lyapunov稳定性理论和随机微分理论证明该观测器是最终有界的,并且它的界可以通过选取适当的参数进行调节.最后,数值仿真结果表明了该观测器的有效性.
Considering the design problem of adaptive observer for stochastic nonlinear systems with nonparametric uncertainties, the system uncertainties do not need to satisfy the Lipschitz continuity condition and are not necessarily the function of the system output. A nonlinear observer with parameter adaptive law is used to reconstruct the state of the system. The observer is simple and easy to implement. By using Lyapunov stability theory and stochastic differential theory, the observer is proved to be ultimately bounded and its bounds can be obtained by Select the appropriate parameters for adjustment.Finally, the numerical simulation results show the validity of the observer.