Ryan S. Johnson | Searcharxiv

arXiv2026

Robust Hybrid Finite-Time Parameter Estimation Without Persistence of Excitation

In this paper, we consider the problem of estimating parameters of a linear regression model. Using a hybrid systems framework, a hybrid algorithm is proposed allowing the estimate to converge to the exact value of the unknown parameters in predetermined finite time. Interestingly, we show that for the case of constant parameters, the convergence property of the hybrid algorithm holds while only requiring the regressor to be exciting on a given interval. For the case of piecewise constant parameters, the classical persistency of excitation condition is required to guarantee the convergence. Robustness of the proposed algorithm with respect to measurements noise is analysed. Finally, illustrative examples are provided showing the merits of the proposed approach in terms of scalability and the applicability for the general class of time-varying unknown parameters

eess.SY↗

arXiv2023

Robust Parameter Estimation for Hybrid Dynamical Systems

We consider the problem of estimating a vector of unknown constant parameters for a class of hybrid dynamical systems -- that is, systems whose state variables exhibit both continuous (flow) and discrete (jump) evolution. Using a hybrid systems framework, we propose a hybrid estimation algorithm that can operate during both flows and jumps that, under a notion of hybrid persistence of excitation, guarantees convergence of the parameter estimate to the true value. Furthermore, we show that the parameter estimate is input-to-state stable with respect to a class of hybrid disturbances. Simulation results including a spacecraft application show the merits of our proposed approach.

math.OC↗