Simultaneous Estimation of Derivatives, Equilibrium States, and Disturbances for Modeling as a Linear Time-Invariant System

In this paper, we propose an estimation method based on recursive least squares method for dynamic systems to be modeled as a linear time-invariant system, taking account of the influence of disturbance. It is assumed that disturbances are additive to the state variables and expressed as linear combinations of known functions of the states and unknown parameters. From simulation results, it has turned out that it is possible to simultaneously estimate derivatives of the state equation and disturbance as well as equilibrium states.