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Problemy Peredachi Informatsii, 1995, Volume 31, Issue 4, Pages 51–62
(Mi ppi292)
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This article is cited in 1 scientific paper (total in 1 paper)
Methods of Signal Processing
On Sequential Classification of Autoregressive Processes with Unknown Variance of Noise
A. A. Dmitrienko, V. V. Konev
Abstract:
The problem of guaranteed discrimination of a finite number of hypotheses for an autoregressive process from direct and indirect observations (with an additive noise) is considered. Under each hypothesis, the autoregressive parameters are assumed to be known, whereas the variances of the process noise and interference in the observation channel may take arbitrary values. Sequential procedures of classification with a guaranteed probability of the correct decision are proposed. Asymptotic formulas for duration of the procedures are obtained.
Received: 25.08.1993 Revised: 20.06.1995
Citation:
A. A. Dmitrienko, V. V. Konev, “On Sequential Classification of Autoregressive Processes with Unknown Variance of Noise”, Probl. Peredachi Inf., 31:4 (1995), 51–62; Problems Inform. Transmission, 31:4 (1995), 337–347
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https://www.mathnet.ru/eng/ppi292 https://www.mathnet.ru/eng/ppi/v31/i4/p51
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Abstract page: | 344 | Full-text PDF : | 118 |
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