Title
Sequential estimation with a finite statistic
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.
Year
DOI
Venue
1973
10.1109/TIT.1973.1055080
Information Theory, IEEE Transactions  
Keywords
Field
DocType
Finite-memory methods,Sequential estimation
Discrete mathematics,Random variable,Mathematical optimization,Statistic,Computer science,Algorithm,Sequential estimation
Journal
Volume
Issue
ISSN
19
5
0018-9448
Citations 
PageRank 
References 
5
1.10
3
Authors
2
Name
Order
Citations
PageRank
Koplowitz, Jack14222.60
Roberts, R.A.251.10