State and parameter estimation of nonlinear systems: a multi-observer approach

We present a multi-observer approach for the parameter and state estimation of continuous-time nonlinear systems. For nominal parameter values in the known parameter set, state observers are designed with a robustness property. At any time instant, one observer is selected by a given criterion to provide its state estimate and its corresponding nominal parameter value. Provided that a persistency of excitation condition holds, we guarantee the convergence of state and parameter estimates up to a given margin of error which can be reduced by increasing the number of observers. The potential computational burden of the scheme is eased by introducing a dynamic parameter re-sampling technique, where the nominal parameter values are iteratively updated using a zoom-in procedure on the parameter set. We illustrate the efficacy of the algorithm on a model of neural dynamics.