Title :
On bootstrap estimation of system parameters and states
Author_Institution :
University of Petrolium and Minerals, Dhahran, Saudi Arabia
fDate :
7/1/1983 12:00:00 AM
Abstract :
It is shown that the bootstrap estimation of system parameters and states of a linear system may lead to biased parameters and misleading state estimates in a stochastic environment.
Keywords :
Linear systems, stochastic; Parameter estimation, linear systems; State estimation, linear systems; Stochastic systems, linear; Gaussian noise; Linear systems; Noise measurement; Parameter estimation; Recursive estimation; Signal to noise ratio; State estimation; Stochastic systems; Vectors; Working environment noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1983.1103316
