Estimation with finite memory
- 1 November 1970
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 16 (6) , 685-691
- https://doi.org/10.1109/tit.1970.1054536
Abstract
A finite-state model for sequential minimum-mean-square-error estimation of a random variable in additive noise is analyzed to determine the dependence of optimum performance and structure on the memory size of the estimator. Necessary conditions for determining the structure of the optimum finite-state estimator are derived for arbitrary statistics. Numerical results are presented for Gaussian statistics. The performance of several different estimators is used to show the trade-off one may obtain between memory size, observation quality, and number of observations.Keywords
This publication has 5 references indexed in Scilit:
- Learning with Finite MemoryThe Annals of Mathematical Statistics, 1970
- Hypothesis Testing with Finite StatisticsThe Annals of Mathematical Statistics, 1969
- Memory Limitation and Multistage Decision ProcessesIEEE Transactions on Systems Science and Cybernetics, 1968
- A note on the two-armed bandit problem with finite memoryInformation and Control, 1968
- Learning without a teacherIEEE Transactions on Information Theory, 1966