Adaptive Observers for MIMO Discrete-Time LTI Systems

Abstract: In this paper, an adaptive observer is proposed for multi-input multi-output (MIMO) discrete-time linear time-invariant (LTI) systems. Unlike existing MIMO adaptive observer designs, the proposed approach is applicable to LTI systems in their general form. Further, the proposed method uses recursive least square (RLS) with covariance resetting for adaptation that is shown to guarantee that the estimates are bounded, irrespective of any excitation condition, even in the presence of a vanishing perturbation term in the error used for updation in RLS. Detailed analysis for convergence and boundedness has been provided along with simulation results for illustrating the performance of the developed theory.