An observer-identifier for stochastic continuous systems

The system considered is completely controllable and completely observable; hence it can be represented in the observability canonical state-form. State variable filters are considered for the input and output of the system where a nonminimal realisation is adopted. Parameters identification step is effected by considering a model reference adaptive system having also a nonminimal representation where adaptive algorithms are obtained for the system parameters. Having accomplished an estimate for the system parameters the step of reconstructing the state vector of the system using the principle of an asymptotic observer is proceeded