On the accuracy of sequential estimates of autoregression parameters by the least squares method

A. A. Veksler, V. V. Konev

    Research output: Contribution to journalArticle


    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.

    Original languageEnglish
    Pages (from-to)623-629
    Number of pages7
    JournalJournal of Communications Technology and Electronics
    Issue number7
    Publication statusPublished - Jun 1996


    ASJC Scopus subject areas

    • Computer Networks and Communications
    • Electrical and Electronic Engineering

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