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Problemy Peredachi Informatsii, 1974, Volume 10, Issue 1, Pages 80–90 (Mi ppi1021)  

Methods of Signal Processing

Recursive Estimation in the Presence of a Control Parameter

I. M. Slivnyak
Abstract: A system containing an estimated parameter and a control parameter is analyzed. The measurement errors arc additive and the probability density function of the measurement error is concentrated on a finite interval with jumps at both ends. Recursive asymptotic optimal control strategies an estimate of the unknown parameter, and an asymptotic expression for the risk in the case of a large number of measurements are found for a quadratic loss function.
Received: 23.04.1973
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:51
Language: Russian
Citation: I. M. Slivnyak, “Recursive Estimation in the Presence of a Control Parameter”, Probl. Peredachi Inf., 10:1 (1974), 80–90; Problems Inform. Transmission, 10:1 (1974), 64–72
Citation in format AMSBIB
\Bibitem{Sli74}
\by I.~M.~Slivnyak
\paper Recursive Estimation in the Presence of a Control Parameter
\jour Probl. Peredachi Inf.
\yr 1974
\vol 10
\issue 1
\pages 80--90
\mathnet{http://mi.mathnet.ru/ppi1021}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=356403}
\zmath{https://zbmath.org/?q=an:0305.93043}
\transl
\jour Problems Inform. Transmission
\yr 1974
\vol 10
\issue 1
\pages 64--72
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