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Please use this identifier to cite or link to this item: http://eprint.iitd.ac.in/handle/2074/1552

Title: On bootstrap identification using stochastic approximation
Authors: Prasad, R
Sinha, A
Keywords: parameter estimation algorithm
linear systems
stochastic approximation
parameter estimation
bootstrap manner
Issue Date: 1977
Citation: Automatic Control, IEEE Transactions on, 22(4), 671 - 672
Abstract: A two-stage state and parameter estimation algorithm for linear systems has been developed. Stage 1 uses a stochastic approximation method for state estimation, while stage 2 considers parameter estimation through a linear Kalman filter. These two stages are coupled in a bootstrap manner. The algorithm is computationally much simpler than the usual extended Kalman filter. A fourth-order numerical example has been solved, and results have been compared with those obtained using an extended Kalman filter.
URI: http://eprint.iitd.ac.in/dspace/handle/2074/1552
Appears in Collections:Electrical Engineering

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