CONVERGENCE AND UNBIASEDNESS OF STOCHASTIC-APPROXIMATION ALGORITHM FOR THE IDENTIFICATION OF LINEAR-MULTIVARIABLE SYSTEMS

被引：7

作者：

ELSHERIEF, H

SINHA, NK

机构：

[1] Group on Simulation, Optimization, and Control, Faculty of Engineering, McMaster University, Hamilton, Ont.

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1979年 / 24卷 / 03期

关键词：

D O I：

10.1109/TAC.1979.1102031

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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. Copyright © 1979 by The Institute of Electrical and Electronics Engineers, Inc.

引用

页码：493 / 495

页数：3

共 10 条

[1]

ALBERT A. E., 1967, STOCHASTIC APPROXIMA

[2]

DOVRETZKY A, 1956, 3RD P BERK S MATH ST, P35

[3] STOCHASTIC-APPROXIMATION ALGORITHM FOR THE IDENTIFICATION OF LINEAR-MULTIVARIABLE SYSTEMS [J].

ELSHERIEF, H ;

SINHA, NK .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1979, 24 (02) :331-333

[4]

ELSHERIEF H, 1979, INT J SYST SCI

[5]

GRAYBILL FA, 1969, INTRO MATRICES APPLI

[6]

KWATNY HG, 1967, 8TH P JACC, P814

[7]

KWATNY HG, 1972, IEEE T AUTOMAT CONTR, V17, P570

[8] A LEARNING METHOD FOR SYSTEM IDENTIFICATION [J].

NAGUMO, JI ;

NODA, A .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1967, AC12 (03) :282-&

[9] A NEW ALGORITHM FOR LINEAR SYSTEM IDENTIFICATION [J].

SARIDIS, GN ;

STEIN, G .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1968, AC13 (05) :592-&

[10]

Wasan M.T., 1970, PARAMETRIC ESTIMATIO

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