ON THE OPTIMALITY OF A SEQUENTIAL PROCEDURE FOR ESTIMATING THE PARAMETERS OF RECURRENT PROCESSES.

V. V. Konev, Ye S. Koneva

    Research output: Contribution to journalArticle

    Abstract

    The problem of estimating the parameter of a vector random process described by recurrent equations is examined. Sequential estimates that are optimal in the mean-square sense in a broad class of unbiased estimation plans are proposed.

    Original languageEnglish
    Pages (from-to)28-33
    Number of pages6
    JournalEngineering cybernetics
    Volume22
    Issue number6
    Publication statusPublished - Nov 1984

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    Random processes

    ASJC Scopus subject areas

    • Engineering(all)

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    ON THE OPTIMALITY OF A SEQUENTIAL PROCEDURE FOR ESTIMATING THE PARAMETERS OF RECURRENT PROCESSES. / Konev, V. V.; Koneva, Ye S.

    In: Engineering cybernetics, Vol. 22, No. 6, 11.1984, p. 28-33.

    Research output: Contribution to journalArticle

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