Title :
On the choice of gain functions in recursive estimation of prior probabilities (Corresp.)
fDate :
7/1/1980 12:00:00 AM
Abstract :
The choice of a gain function in recursive estimation of prior probabilities using a mixture is discussed. In particular, the rate of convergence of two existing schemes is shown to be related to their respective gain functions. Numerical comparisons are made and an improved scheme is proposed.
Keywords :
Recursive estimation; Communication systems; Control theory; Convergence of numerical methods; Density functional theory; Mathematics; Random processes; Random variables; Recursive estimation; Signal processing; Stochastic resonance;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1980.1056206
