Adaptive Estimation of Time-Varying Parameters in Linearly Parametrized Systems Academic Article uri icon


  • Abstract Adaptive estimation of time-varying parameters in linearly parametrized systems is considered. The estimation time is divided into small intervals; in each interval the time-varying parameter is approximated by a time polynomial with unknown coefficients. A condition for resetting of the parameter estimate at the beginning of each interval is derived; the condition guarantees that the estimate of the time-varying parameter is continuous and also allows for the coefficients of the polynomial to be different in various time intervals. A modified version of the least-squares algorithm is provided to estimate the time-varying parameters. Stability of the proposed algorithm is shown and discussed. Simulation results on an example are given to validate the proposed method.

published proceedings

  • Journal of Dynamic Systems, Measurement, and Control

author list (cited authors)

  • Zhu, Y., & Pagilla, P. R.

citation count

  • 18

complete list of authors

  • Zhu, Yongliang||Pagilla, Prabhakar R

publication date

  • September 2006