• DocumentCode
    829278
  • Title

    Bootstrap estimation of parameters and states of linear multivariable systems

  • Author

    El-Sherief, H. ; Sinha, N.K.

  • Author_Institution
    McMaster University, Hamilton, Ontario, Canada
  • Volume
    24
  • Issue
    2
  • fYear
    1979
  • fDate
    4/1/1979 12:00:00 AM
  • Firstpage
    340
  • Lastpage
    343
  • Abstract
    A two-stage bootstrap algorithm is presented for on-line estimation of the parameters and states of a linear multivariable discrete-time system. A special canonical form of the state equations gives a pseudoparameter measurement equation the parameters of which are directly related to those of the canonical model. These parameters are estimated in stage 1 using a recursive least-squares algorithm. These parameter estimates are then utilized for estimating the states in stage 2 using stochastic approximation. The two stages are coupled in a bootstrap manner. The results of a simulated example are included.
  • Keywords
    Least-squares estimation; Linear systems, stochastic discrete-time; Parameter estimation; Recursive estimation; State estimation; Stochastic approximation; Adaptive filters; Detectors; Kalman filters; MIMO; Minimax techniques; Parameter estimation; Recursive estimation; State estimation; Stochastic processes; Stochastic systems;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1979.1102028
  • Filename
    1102028