  In this paper, an adaptive observer is proposed for multi-input multi-output
(MIMO) discrete-time linear time-invariant (LTI) systems. Unlike existing MIMO
adaptive observer designs, the proposed approach is applicable to LTI systems
in their general form. Further, the proposed method uses recursive least square
(RLS) with covariance resetting for adaptation that is shown to guarantee that
the estimates are bounded, irrespective of any excitation condition, even in
the presence of a vanishing perturbation term in the error used for updation in
RLS. Detailed analysis for convergence and boundedness has been provided along
with simulation results for illustrating the performance of the developed
theory.
