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Avtomatika i Telemekhanika, 1983, Issue 8, Pages 64–73 (Mi at5192)  
Stochastic Systems

The boundaries for the mean number of observations in problems of sequential parameter estimation for recurrent processes

V. V. Konev

Tomsk
Full-text PDF (1383 kB)
Abstract: The upper and lower bounds are found for the mean time of threshold reaching by a non-predictive functional of a recurrent random process. Examples illustrate the possibility of using these bounds for estimating the mean duration of sequential procedures in classification of random processes and nonlinear parameter estimation.

Received: 09.11.1981
Bibliographic databases:
Document Type: Article
UDC: 519.272
Language: Russian
Citation: V. V. Konev, “The boundaries for the mean number of observations in problems of sequential parameter estimation for recurrent processes”, Avtomat. i Telemekh., 1983, no. 8, 64–73; Autom. Remote Control, 44:8 (1983), 1018–1024
Citation in format AMSBIB
\Bibitem{Kon83}
\by V.~V.~Konev
\paper The boundaries for the mean number of observations in problems of sequential parameter estimation for recurrent processes
\jour Avtomat. i Telemekh.
\yr 1983
\issue 8
\pages 64--73
\mathnet{http://mi.mathnet.ru/at5192}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=734756}
\zmath{https://zbmath.org/?q=an:0539.93070}
\transl
\jour Autom. Remote Control
\yr 1983
\vol 44
\issue 8
\pages 1018--1024
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