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http://hdl.handle.net/2074/1552
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| 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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| prasadboo1977.pdf | | 32Kb | Adobe PDF | View/Open |
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