Engineering Commons^™

An Extended Kalman Filter (Ekf) Approach On Fuzzy System Optimization Problem, Nian Zhang, Donald C. Wunsch

Electrical and Computer Engineering Faculty Research & Creative Works

Optimizing the membership functions of a fuzzy system can be viewed as a system identification problem for a nonlinear dynamic system. Basically, we can view the optimization of fuzzy membership functions as a weighted least-squares minimization problem, where the error vector is the difference between the fuzzy system outputs and the target values for those outputs. The extended Kalman filter algorithm is a good choice to solve this system identification problem, not only because it is a derivative-based algorithm that is suitable to solve the weighted least-squares minimization problem, but also because of its appealing predictor-corrector feature for nonlinear system …