• DocumentCode
    946847
  • Title

    On the use of stochastic approximation in the state-parameter identification problem

  • Author

    Sprevak, D. ; Newmann, M.M.

  • Author_Institution
    Queen´´s University of Belfast, Department of Engineering Mathematics, Belfast, UK
  • Volume
    14
  • Issue
    12
  • fYear
    1978
  • Firstpage
    351
  • Lastpage
    352
  • Abstract
    The results of a simulation study are presented to show that a recently published `bootstrap¿ identification method for estimating the states and parameters of a linear discrete-time stochastic system does not work. The reasons why the method does not work are explained.
  • Keywords
    discrete time systems; identification; linear systems; stochastic systems; bootstrap identification method; linear discrete time stochastic system; simulation study; state parameter identification problem; stochastic approximation;
  • fLanguage
    English
  • Journal_Title
    Electronics Letters
  • Publisher
    iet
  • ISSN
    0013-5194
  • Type

    jour

  • DOI
    10.1049/el:19780237
  • Filename
    4241131
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=946847