DocumentCode
829306
Title
On the convergance and unbiasedness of "Stochastic approximation algorithm for the identification of linear multivariable systems"
Author
El-Sherief, H. ; Sinha, N.K.
Author_Institution
McMaster University, Hamilton, Ontario, Canada
Volume
24
Issue
3
fYear
1979
fDate
6/1/1979 12:00:00 AM
Firstpage
493
Lastpage
495
Abstract
Recently a normalized stochastic approximation algorithm was utilized for the estimation of the parameters of linear multivariable discrete-time systems [1], [2]. The purpose of this technical note is to provide a proof of the unbiasedness of the estimate of the parameters and its convergence in the mean-square sense to the true value.
Keywords
Approximation algorithms; Convergence; MIMO; Parameter estimation; Stochastic systems; Vectors; Writing;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1979.1102031
Filename
1102031
Link To Document