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Nonlinear confidence estimation of signal parameters - MaRDI portal

Nonlinear confidence estimation of signal parameters (Q1177486)

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scientific article; zbMATH DE number 20604
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English
Nonlinear confidence estimation of signal parameters
scientific article; zbMATH DE number 20604

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    Nonlinear confidence estimation of signal parameters (English)
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    26 June 1992
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    A nonasymptotic multivariate parameter estimation of a nonlinear parameter entering a stochastic process is studied. The solution is found assuming nonparametric a priori uncertainty in the distribution of observations. A sequential design is proposed for the construction of specified \(N\)-dimensional confidence intervals.
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    signal parameters
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    nonasymptotic multivariate parameter estimation
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    nonlinear parameter
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    a priori uncertainty
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    confidence intervals
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