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

Access Full Text

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

For access to this article, please select a purchase option:

Buy article PDF
£12.50
(plus tax if applicable)
Add to cart
Buy Knowledge Pack
10 articles for £75.00
(plus taxes if applicable)
Add to cart

IET members benefit from discounts to all IET publications and free access to E&T Magazine. If you are an IET member, log in to your account and the discounts will automatically be applied.

Learn more about IET membership 

Recommend Title Publication to library

You must fill out fields marked with: *

Librarian details
Name:*
Email:*
Your details
Name:*
Email:*
Department:*
Why are you recommending this title?
Select reason:
 
 
 
 
 
Electronics Letters — Recommend this title to your library

Thank you

Your recommendation has been sent to your librarian.

© The Institution of Electrical Engineers
Published

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.

Inspec keywords: identification; linear systems; discrete time systems; stochastic systems

Other keywords: simulation study; stochastic approximation; bootstrap identification method; linear discrete time stochastic system; state parameter identification problem

Subjects: Discrete control systems; Time-varying control systems; Simulation, modelling and identification

References

    1. 1)
      • Y. Bar-Shalom . Optimal simultaneous state estimation and parameter identification in linear discrete-time systems. IEEE Trans. , 308 - 319
    2. 2)
      • R.M. Prasad , A.K. Sinha . Bootstrap identification using stochastic approximation. IEEE Trans. , 671 - 672
    3. 3)
      • Dvoretzky, A.: `On stochastic approximation', Proc. 3rd Berkeley Symp. on Math. Stat. and Prob., 1956, 1, p. 39–55.
    4. 4)
      • G.N. Saridis . Stochastic approximation methods for identification and control-a survey. IEEE Trans. , 798 - 809
    5. 5)
      • Irwin, G., Roberts, A.P.: `On the state parameter estimation of linear discrete-time systems', Proc. IMA Conf. ‘Recent advances in control’, September 1976, .
http://iet.metastore.ingenta.com/content/journals/10.1049/el_19780237
Loading

Related content

content/journals/10.1049/el_19780237
pub_keyword,iet_inspecKeyword,pub_concept
6
6
Loading