DocumentCode
836123
Title
A stable identification structure for a class of stochastic systems
Author
Akashi, H. ; Moustafa, K.A.
Author_Institution
Kyoto University, Kyoto, Japan
Volume
26
Issue
3
fYear
1981
fDate
6/1/1981 12:00:00 AM
Firstpage
717
Lastpage
721
Abstract
An on-line structure for identifying the parameters of a class of stochastic systems is presented and its convergence proof is established. The convergence proof, which is based on the supermartingale convergence theorem, is simple and concise and is valid under weak assumptions. It is shown that several identification schemes, some of them well known, can be derived as special cases of the proposed structure, and the global asymptotic stability of some schemes is proved.
Keywords
Nonlinear systems, stochastic; Stochastic systems, nonlinear; System identification, nonlinear systems; Convergence; Feedback; Iterative methods; Nonlinear systems; Signal processing algorithms; Speech analysis; Stability; Stochastic processes; Stochastic resonance; Stochastic systems;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1981.1102698
Filename
1102698
Link To Document