Upper boundaries of mean square deviations of sequential estimates of autoregression parameters are found by the least squares method. Cases of the normal and uniform noise distributions in autoregressions are discussed in detail. Agreement between the theoretical results and corresponding sampling characteristics is shown by numerical modeling.
|Number of pages||7|
|Journal||Journal of Communications Technology and Electronics|
|Publication status||Published - Jun 1996|
ASJC Scopus subject areas
- Computer Networks and Communications
- Electrical and Electronic Engineering