DocumentCode
842606
Title
On bootstrap estimation of system parameters and states
Author
Ahmed, M.S.
Author_Institution
University of Petrolium and Minerals, Dhahran, Saudi Arabia
Volume
28
Issue
7
fYear
1983
fDate
7/1/1983 12:00:00 AM
Firstpage
805
Lastpage
806
Abstract
It is shown that the bootstrap estimation of system parameters and states of a linear system may lead to biased parameters and misleading state estimates in a stochastic environment.
Keywords
Linear systems, stochastic; Parameter estimation, linear systems; State estimation, linear systems; Stochastic systems, linear; Gaussian noise; Linear systems; Noise measurement; Parameter estimation; Recursive estimation; Signal to noise ratio; State estimation; Stochastic systems; Vectors; Working environment noise;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1983.1103316
Filename
1103316
Link To Document