Abstract
This paper considers state estimation in a linear multi-input multi-output (MIMO) system with significant parameter uncertainty. The method proposed is based on parameter estimation in continuous-time models (CTMs). It involves simultaneous recursive estimation of a transformed version of the model parameters as well as the dynamic state vector. The method is computatimally simple and suited to real-time implementation. It may be adopted for adaptive control, state estimation of time varying and nonlinear systems, fault detection and diagnosis etc.
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