DocumentCode
809582
Title
A note on stochastic approximation algorithms in system identification
Author
Kwatny, H.G.
Author_Institution
Drexel University, Philadelphia, PA, USA
Volume
17
Issue
4
fYear
1972
fDate
8/1/1972 12:00:00 AM
Firstpage
571
Lastpage
572
Abstract
This correspondence considers the application of stochastic approximation algorithms to a broad class of system identification problems. Both asymptotic and initial convergence properties of the algorithms are discussed. A suboptimal procedure for parameter selection and a means of convergence acceleration are suggested.
Keywords
Parameter identification; Stochastic approximation; Acceleration; Approximation algorithms; Convergence; Eigenvalues and eigenfunctions; Estimation error; Stochastic processes; Stochastic resonance; Stochastic systems; System identification; Transient response;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1972.1100069
Filename
1100069
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