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.
|Number of pages||13|
|Journal||Avtomatika i Telemekhanika|
|Publication status||Published - Feb 1994|
ASJC Scopus subject areas
- Control and Systems Engineering