Title :
On the convergence of stochastic approximation identification algorithms
Author_Institution :
Sir George Williams University, Montreal, Canada
fDate :
10/1/1969 12:00:00 AM
Abstract :
Some clarification concerning the convergence of one type of stochastic approximation identification algorithms is presented. A quick check for unbiasedness of such algorithms is given.
Keywords :
Stochastic systems; System identification; Approximation algorithms; Controllability; Convergence; Equations; Error correction; Parameter estimation; Stochastic processes; Time measurement; Transfer functions; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1969.1099269
