Parameter and state estimation of nonlinear systems using a multi-observer under the supervisory framework

Abstract: We present a hybrid scheme for the parameter and state estimation of nonlinear continuous-time systems, which is inspired by the supervisory setup used for control. State observers are synthesized for some nominal parameter values and a criterion is designed to select one of these observers at any given time instant, which provides state and parameter estimates. Assuming that a persistency of excitation condition holds, the convergence of the parameter and state estimation errors to zero is ensured up to a margin, which can be made as small as desired by increasing the number of observers. To reduce the potential computational complexity of the scheme, we explain how the sampling of the parameter set can be dynamically updated using a zoom-in procedure. This strategy typically requires a fewer number of observers for a given estimation error margin compared to the static sampling policy. The results are shown to be applicable to linear systems and to a class of nonlinear systems. We illustrate the applicability of the approach by estimating the synaptic gains and the mean membrane potentials of a neural mass model.