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Problemy Peredachi Informatsii, 1990, Volume 26, Issue 1, Pages 108–111 (Mi ppi600)  
Сorrespondence

Optimality of Sequential Estimation Plans for the Parameters of Recursive Processes

V. Z. Borisov, V. V. Konev
Full-text PDF (319 kB)
Abstract: We investigate the properties of sequential estimation plans of the parameters of stochastic processes described by stochastic difference equations. For a fixed average signal energy, sequential estimation is minimax optimal.
Received: 20.06.1988
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.27
Language: Russian
Citation: V. Z. Borisov, V. V. Konev, “Optimality of Sequential Estimation Plans for the Parameters of Recursive Processes”, Probl. Peredachi Inf., 26:1 (1990), 108–111; Problems Inform. Transmission, 26:1 (1990), 90–92
Citation in format AMSBIB
\Bibitem{BorKon90}
\by V.~Z.~Borisov, V.~V.~Konev
\paper Optimality of Sequential Estimation Plans for the Parameters of Recursive Processes
\jour Probl. Peredachi Inf.
\yr 1990
\vol 26
\issue 1
\pages 108--111
\mathnet{http://mi.mathnet.ru/ppi600}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1051593}
\zmath{https://zbmath.org/?q=an:0723.62046}
\transl
\jour Problems Inform. Transmission
\yr 1990
\vol 26
\issue 1
\pages 90--92
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    		Проблемы передачи информации Problems of Information Transmission
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