Robust Time-Varying Parameters Estimation Based on I-DREM Procedure

TL;DR

This paper introduces a robust method for estimating time-varying parameters in linear systems with bounded disturbances, utilizing an expanded Taylor series and an improved I-DREM procedure to ensure bounded errors and exponential convergence.

Contribution

A novel approach combining Taylor series expansion and an enhanced I-DREM method for accurate, bounded, and convergent estimation of time-varying parameters under finite excitation conditions.

Findings

The method guarantees bounded parameter estimation errors.

Exponential convergence of the error is achieved.

Numerical simulations confirm the theoretical results.

Abstract

We consider a class of systems with time-varying parameters, which are written as linear regressions with bounded disturbances. The task is to estimate such parameters under the condition that the regressor is finitely exciting (FE). Considering such a problem statement, a new robust method is proposed to identify the time-varying parameters with bounded error, which could be reduced to the limit by the adjustment of such method parameters. For this purpose, the function of the system unknown parameters, which depends on time, is expanded into a Taylor series in order to turn the considered problem into the identification of the regression with piecewise-constant parameters. This results in the increase of the dimensionality of the problem to be solved. Then, the I-DREM procedure with exponential forgetting, resetting, and normalization of the regressor, which has been proposed earlier by the authors, is applied to the obtained regression. This allows one, in contrast to the known solutions, to get the dimensionality of the problem back to the initial one and provide the required exponential convergence of the parameter error to a bounded set with adjustable bound under the condition that the regressor is FE. In addition, this method guarantees that the parameter error is bounded beyond the regressor excitation interval. The above properties are proved analytically and shown via numerical simulations.