Title :
Sequential estimation with a finite statistic
Author :
Koplowitz, Jack ; Roberts, Richard A.
fDate :
9/1/1973 12:00:00 AM
Abstract :
A procedure is given for optimizing the sequential estimation of a random variable in the mean-square sense, with the constraint that the data must be summarized by a finite-valued statistic. This finite-valued statistic can be considered to be the memory of the processor. The estimate is constrained to be a function of the contents of the memory and the time of the estimate. An example is given to illustrate the results.
Keywords :
Finite-memory methods; Sequential estimation; Constraint optimization; Degradation; Error analysis; Parameter estimation; Probability; Quantization; Random variables; Statistical analysis; Statistics; Testing;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1973.1055080
