Identification of Continuous-Time Systems with Partially-Known State-Dependent Disturbances

Abstract In this paper we present two continuous-time versions (with and without data normalization) of the Exponentially Weighted Recursive Least-squares Algorithm (EW-RLS) developped in [1]. These algorithms are suitable for identifying systems with bounded partially-known disturbances since they explicitly account for these disturbances and ensure parameter boundedness. The paper presents the derivation of these algorithms and the associated convergence issues.