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An on-line tracker for a stochastic chaotic system using observer/Kalman filter identification combined with digital redesign method. (English) Zbl 1461.93500

Summary: This is the first paper to present such a digital redesign method for the (conventional) OKID system and apply this novel technique for nonlinear system identification. First, the Observer/Kalman filter Identification (OKID) method is used to obtain the lower-order state-space model for a stochastic chaos system. Then, a digital redesign approach with the high-gain property is applied to improve and replace the observer identified by OKID. Therefore, the proposed OKID combined with an observer-based digital redesign novel tracker not only suppresses the uncertainties and the nonlinear perturbations, but also improves more accurate observation parameters of OKID for complex Multi-Input Multi-Output systems. In this research, Chen’s stochastic chaotic system is used as an illustrative example to demonstrate the effectiveness and excellence of the proposed methodology.

MSC:

93E11 Filtering in stochastic control theory
34C28 Complex behavior and chaotic systems of ordinary differential equations
37H10 Generation, random and stochastic difference and differential equations
37N35 Dynamical systems in control
39A12 Discrete version of topics in analysis
94C30 Applications of design theory to circuits and networks
37D45 Strange attractors, chaotic dynamics of systems with hyperbolic behavior
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