An adaptive observer for joint estimation of states and parameters in both state and output equations

An adaptive observer is a recursive algorithm for joint state–parameter estimation of parameterized state‐space systems. Previous works on globally convergent adaptive observers consider unknown parameters either in state equations or in output equations, but not in both of them. In this paper, a new adaptive observer is designed for linear time‐varying systems with unknown parameters in both state and output equations. Its global convergence for simultaneous estimation of states and parameters is formally established under appropriate assumptions. A numerical example is presented to illustrate the performance of this adaptive observer. Copyright © 2011 John Wiley & Sons, Ltd.