Abstract
AbstractWe consider the problem of adaptive observer design for systems in which the uncertainties are modelled by ill-conditioned regressors or/and unknown parameters of the model enter the equations nonlinearly. It is shown that both of these critical issues can be overcome in a unified yet simple way, provided that the usual requirement of global asymptotic stability of solutions of model-observer system is replaced with a weaker constraint of mere set-attractivity. The claim is illustrated with a particular adaptive observer design problem.
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