An exact asymptotic formula is obtained for the mean duration of sequential estimation of a first-order autoregression parameter. A theorem and three lemmas are proved. Computer simulation of the stable process of first-order autoregression with gaussian and uniform noises is carried out.
|Number of pages||8|
|Journal||Avtomatika i Telemekhanika|
|Publication status||Published - Jun 1995|
ASJC Scopus subject areas
- Control and Systems Engineering