## Abstract

The paper addresses the worst-case parameter identification problem for linear systems under partial state measurements. Using the cost-to-come function method, worst-case identifiers are derived for SISO systems. The worst-case identifier thus obtained includes the Kreisselmeier observer as part of its structure, with parameters set at some optimal values. Its structure is different from the common least-squares (LS) identifier, however, in the sense that there is an additional dynamics for the state estimate, coupled with the dynamics of the parameter estimate in a nontrivial way. A reduced-order identifier is obtained, which is numerically much better conditioned when the disturbances in the measurement equations are 'small.'

Original language | English (US) |
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Pages (from-to) | 709-714 |

Number of pages | 6 |

Journal | Proceedings of the IEEE Conference on Decision and Control |

Volume | 1 |

State | Published - 1995 |

## ASJC Scopus subject areas

- Chemical Health and Safety
- Control and Systems Engineering
- Safety, Risk, Reliability and Quality