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JOURNALS // Problemy Peredachi Informatsii // Archive
Probl. Peredachi Inf., 1990 Volume 26, Issue 1, Pages 108–111 (Mi ppi600)
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Optimality of Sequential Estimation Plans for the Parameters of Recursive Processes

V. Z. Borisov, V. V. Konev


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.

UDC: 621.391.1:519.27

Received: 20.06.1988


 English version: Problems of Information Transmission, 1990, 26:1, 90–92

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© Steklov Math. Inst. of RAS, 2025