Discrete adaptive real-time state observer development using least-squares method

Abstract

This paper presents non-recursive algorithm for adaptive observation of linear single-input single-output (SISO) time-invariant discrete systems based on least-squares method. The developed adaptive state observer estimates the parameters, initial and current state vector of the discrete linear system and is suitable for real-time working. Simulations are carried out in Matlab environment and provided in order to prove the algorithm performance.