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
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;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19780237
