On the convergance and unbiasedness of "Stochastic approximation algorithm for the identification of linear multivariable systems"

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.