On-line parameter estimation for a class of time-varying continuous systems with bounded disturbances

In this paper, we proposed an on-line parameter estimation algorithm for a class of time-varying continuous systems with bounded disturbance. In this method, a novel polynomial approximator with a bounded regressor vector is constructed and utilized to approximate the time-varying parameters. The direct leastsquares algorithm is employed to acquire the on-line estimates, so that several useful properties of the direct estimation, such as fast convergence and robustness to the bounded disturbance, are reflected in our method. We have proved that the estimation error of this method is bounded. Furthermore, the bound on the Euclidean norm of the estimation error is derived. The simulation results demonstrate that this method can provide accurate estimates of time-varying parameters even under the influence of bounded disturbance. Copyright 2010 John Wiley & Sons, Ltd.