On sequential classification of autoregression processes with unknown noise variance

A. A. Dmitrienko, V. V. Konev

    Результат исследований: Материалы для журналаСтатья

    3 Цитирования (Scopus)

    Аннотация

    The problem of guaranteed distinguishing of a finite hypothesis number in regard to an autoregression process by direct and indirect observations (with additive noise) is considered. For every hypothesis the autoregression parameters are assumed to be known and variances of a noise process and interferences in the observation channel may take arbitrary values. Sequential classification procedures with guaranteed probability of correct solution are suggested. Asymptotic formulas are obtained for procedure duration.

    Язык оригиналаАнглийский
    Страницы (с-по)51-62
    Число страниц12
    ЖурналProblemy Peredachi Informatsii
    Том31
    Номер выпуска4
    СостояниеОпубликовано - окт 1995

    ASJC Scopus subject areas

    • Electrical and Electronic Engineering

    Fingerprint Подробные сведения о темах исследования «On sequential classification of autoregression processes with unknown noise variance». Вместе они формируют уникальный семантический отпечаток (fingerprint).

  • Цитировать