Robust Finite-Time Parameter Estimation for Linear Dynamical Systems

Abstract

We consider the problem of estimating a constant or piecewise constant vector of unknown parameters for a linear dynamical system. Using a hybrid systems framework, a hybrid algorithm that achieves finite-time convergence of the parameter estimate to the true value is proposed. Sufficient conditions that guarantee convergence of the parameter estimate are provided. Robustness of the proposed algorithm with respect to measurements noise is analyzed, and examples are provided showing the merits of the proposed approach.