A New Algorithm for Discrete-Time Parameter Estimation

We propose a new discrete-time adaptive algorithm for parameter estimation of a class of time-varying plants. The main contribution is the inclusion of a time-varying gain matrix in the adjustment of the parameter estimates. We show that in the presence of time-varying unknown parameters, the parameter estimation error converges uniformly to a compact set under conditions of persistent excitation, with the size of the compact set proportional to the time-variation of the unknown parameters. Under conditions of finite excitation, the convergence is asymptotic and non-uniform.