Design of adaptive observer with forgetting factor for linear system
ZHAO Li-li1, LI Ping1, LI Xiu-liang2
1. State Key Laboratory of Industrial Control Technology, Institute of Industrial Process Control, Zhejiang University, Hangzhou 310027, China; 2. State Key Laboratory of Industrial Control Technology, Institute of CyberSystems and Control, Zhejiang University, Hangzhou 310027, China
An adaptive observer with exponential forgetting factor was designed constructively for continuous-time multiple-input multiple-output linear time-varying systems with unknown parameters in both state and output equations. The global exponential convergence of the adaptive observer was established for the noise-free case. For the noise-corrupted case, the estimation errors converged in the mean to zero exponentially fast under appropriate assumptions. The adaptive observer used a time-varying gain matrix with exponential forgetting factor in order to overcome noises and improve the consistency of estimation. A numerical example was presented to illustrate the performance of the adaptive observer.
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