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A note on stochastic approximation algorithms in system identification
Journal article   Peer reviewed

A note on stochastic approximation algorithms in system identification

H Kwatny
IEEE transactions on automatic control, v 17(4), pp 571-572
Aug 1972

Abstract

Acceleration Approximation algorithms Convergence Eigenvalues and eigenfunctions Estimation error Stochastic processes Stochastic resonance Stochastic systems System identification Transient response
This correspondence considers the application of stochastic approximation algorithms to a broad class of system identification problems. Both asymptotic and initial convergence properties of the algorithms are discussed. A suboptimal procedure for parameter selection and a means of convergence acceleration are suggested.

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