Adaptive observer for multiple-input-multiple-output (MIMO) linear time-varying systems

For joint state-parameter estimation in linear time-varying (LTV) multiple-input-multiple-output (MIMO) systems, an approach to the design of adaptive observers is proposed. It is conceptually simple and computationally efficient. Its global exponential convergence is established for noise-free systems. In the presence of noises, it is proved that the estimation errors are bounded and converge in the mean to zero if the noises are bounded and have zero means. Potential applications are fault detection and isolation, and adaptive control.

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