| Title |
A Study on the Adaptive Observer/Adaptive Identifier in the Presence of Noise |
| Abstract |
An adaptive observer which is applicable to discrete linear time invariant systems of ARMA type in the presence of noise is proposed. It first estimates the system parameters of the MA type by applying only the system input to the observer. Then it estimates the output which corresponds to the output of the system without any noise. This is a special case of Suzuki's adaptive observer. This estimated output is applied to Suzuki's adaptive observer to estimate the system parameters of ARMA type and the states. The proposed method can make the estimate errors of the system parameters sufficiently small even in the presence of noise in the system. It can also make the estimate errors of the states of the system sufficiently small when there is no process noise. These properties of the proposed adaptive observer is certified by computer simulation. |