Adaptive Systems

Iterative nonlinear estimation with a controlled amount of data

S. V. Shil'man

Gor'kii

Abstract: Divergence of statistical estimates is discussed, iterative linear estimation are formulated with a controlled width of the “sliding window” of observations, and the properties of the algorithm are studied by using uniform Markov chains.

UDC: 519.24


Received: 05.10.1981

 English version: Automation and Remote Control, 1983, 44:5, 624–631

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