We demonstrate the effective use of H-infinity filtering and cost-to-c
ome methods for parameter identification in (deterministic) uncertain
plants that are linear in the unknown parameters, but nonlinear otherw
ise. The cost-to-come method is an approach that has been used earlier
to solve linear and nonlinear H-infinity optimal control and filterin
g problems. It consists of constructing a cost-re-come function, which
assists in the design of an 'optimal' observer scheme. The method is
used here in the design of a parameter identification scheme for uncer
tain plants, where measurements on the state of the system are availab
le, but not on its derivative. Two approaches are adopted, in both of
which the parameter estimation problem is formulated as an H-infinity
filtering problem. One of the approaches uses a more standard prefilte
ring of the past states, input and disturbance signals. The other appr
oach is a novel design method, which leads to a new class of identific
ation schemes. It involves two subproblems: FSDI (full-state-derivativ
e information) problem, where it is assumed that both the state and it
s derivative are available to the parameter estimator, and NPFSI (nois
e-perturbed FSI) problem, where the estimator is assumed to measure a
noise-perturbed measurement of the state. In the latter problem we use
singular perturbation methods to prove asymptotic convergence of the
performance of the identifier to that of the unperturbed case, thus pr
oviding an asymptotically optimal solution to the FSI (full-state meas
urement) problem. To illustrate both approaches, several simulation st
udies on a numerical example are provided.