On the guaranteed estimation of regression parameters under unknown noise variance

A. A. Dmitrienko, V. V. Konev

    Research output: Contribution to journalArticle

    4 Citations (Scopus)

    Abstract

    Sequential plans are suggested for the estimation of autoregressive parameters with a given rms error in absence of a priori information on the noise variance value. For the case of a scalar parameter the asymptotic boundary is found for average duration of the sequential procedure and the uniform asymptotic estimation normality is determined.

    Original languageEnglish
    Pages (from-to)87-99
    Number of pages13
    JournalAvtomatika i Telemekhanika
    Issue number2
    Publication statusPublished - Feb 1994

    ASJC Scopus subject areas

    • Control and Systems Engineering

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