Recursive Parameter estimation algorithm of the Probability

확률밀도함수의 축차모수추정 방법

  • Published : 1984.04.01

Abstract

we propose a new parameter estimation algorithm that converge with probability one and in mean square, If the mean is the function of parameter of the probability density function. This recursive algorithm is applicable also ever the parameters we estimate are multiparameter case. And the results are shown by the computer simulation.

Keywords