Stochastic Systems

The boundaries for the mean number of observations in problems of sequential parameter estimation for recurrent processes

V. V. Konev

Tomsk

Abstract: The upper and lower bounds are found for the mean time of threshold reaching by a non-predictive functional of a recurrent random process. Examples illustrate the possibility of using these bounds for estimating the mean duration of sequential procedures in classification of random processes and nonlinear parameter estimation.

UDC: 519.272


Received: 09.11.1981

 English version: Automation and Remote Control, 1983, 44:8, 1018–1024

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