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