DocumentCode
1106042
Title
A Fast Digital Computer Method for Recursive Estimation of the Mean
Author
White, R.C., Jr.
Issue
9
fYear
1970
Firstpage
847
Lastpage
850
Abstract
An improvement in a method for recursive estimation of the mean of a random variable is suggested. The proposed algorithm is faster than conventional "ideal" averaging and only slightly less efficient, i.e., the estimate variance is only slightly larger for the same sample size.
Keywords
Averaging, division, minicomputer, recursive estimation.; Analog-digital conversion; Attenuation; Costs; Floating-point arithmetic; Microcomputers; NASA; Power generation; Random variables; Reactive power; Recursive estimation; Averaging, division, minicomputer, recursive estimation.;
fLanguage
English
Journal_Title
Computers, IEEE Transactions on
Publisher
ieee
ISSN
0018-9340
Type
jour
DOI
10.1109/T-C.1970.223053
Filename
1671646
Link To Document