Title :
On the convergance and unbiasedness of "Stochastic approximation algorithm for the identification of linear multivariable systems"
Author :
El-Sherief, H. ; Sinha, N.K.
Author_Institution :
McMaster University, Hamilton, Ontario, Canada
fDate :
6/1/1979 12:00:00 AM
Abstract :
Recently a normalized stochastic approximation algorithm was utilized for the estimation of the parameters of linear multivariable discrete-time systems [1], [2]. The purpose of this technical note is to provide a proof of the unbiasedness of the estimate of the parameters and its convergence in the mean-square sense to the true value.
Keywords :
Approximation algorithms; Convergence; MIMO; Parameter estimation; Stochastic systems; Vectors; Writing;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1979.1102031
