DocumentCode :
920324
Title :
Unbiased estimates for on-line system identification
Author :
Sinha, N.K.
Volume :
59
Issue :
11
fYear :
1971
Firstpage :
1631
Lastpage :
1632
Abstract :
An algorithm is derived for the determination of several unbiased estimates of the parameter vector of a discrete-time system, even in the presence of considerable noise, and requiring only one matrix inversion. From these noisy estimates an improved estimate can then be used by using stochastic approximation.
Keywords :
Approximation algorithms; Difference equations; Electrons; Noise measurement; Parameter estimation; Signal to noise ratio; Stochastic processes; Stochastic resonance; System identification; Vectors;
fLanguage :
English
Journal_Title :
Proceedings of the IEEE
Publisher :
ieee
ISSN :
0018-9219
Type :
jour
DOI :
10.1109/PROC.1971.8510
Filename :
1450440
Link To Document :
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