Initial Excitation-based Adaptive Observers for Discrete-Time LTI Systems

TL;DR

This paper introduces a practical adaptive observer for discrete-time LTI systems that guarantees exponential convergence of states and parameters without requiring persistent excitation, using a two-layer filtering and normalized gradient descent.

Contribution

It proposes an initial excitation-based adaptive observer that relaxes the persistent excitation requirement for discrete-time systems, improving practicality and convergence speed.

Findings

Guarantees bounded and exponentially converging estimates

Does not require infinite excitation for convergence

Validated through simulation results

Abstract

In practical applications, the efficacy of a control algorithm relies critically on the accurate knowledge of the parameters and states of the underlying system. However, obtaining these quantities in practice is often challenging. Adaptive observers address this issue by performing simultaneous state and parameter estimation using only input-output measurements. While many adaptive observer designs exist for continuous-time systems, their discrete-time counterparts remain relatively unexplored. This paper proposes an initial excitation (IE)-based adaptive observer for discrete-time linear time-invariant systems. In contrast to conventional designs that rely on the persistence of excitation condition, which requires continuous excitation and infinite control effort, the proposed method does not require excitation for infinite time, thus making it more practical for stabilization tasks. We employ a two-layer filtering structure and a normalized gradient descent-based update law for learning the unknown parameters. We also propose modifying the regressors to enhance information extraction, leading to faster convergence. Rigorous theoretical analysis guarantees bounded and exponentially converging estimates of both states and parameters under the IE condition, and simulation results validate the efficacy of the proposed design.