Title :
Comments on "Bootstrap estimation of parameters and states of linear multivariable systems"
Author_Institution :
Queen´s University of Belfast, Belfast, Northern Ireland
fDate :
2/1/1980 12:00:00 AM
Abstract :
An algorithm discussed in a recent note is shown to be based upon a fallacious use of the stochastic approximation method.
Keywords :
Least-squares estimation; Linear systems, stochastic discrete-time; Recursive estimation; Stochastic approximation; Approximation algorithms; Eigenvalues and eigenfunctions; Feeds; MIMO; Noise measurement; Parameter estimation; State estimation; State-space methods; Stochastic resonance; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1980.1102219
