On properties of the algorithm for pursuing a drifting quantile

E. Belitser, P.J. Andrade Serra, De

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The recurrent algorithm for pursuing a time-varying ("drifting") quantile is suggested. The common nonasymptotic upper bound of the algorithm quality is established, which is then used in a few examples of the conditions for the quantile drift function. Estimates of the degree (rate) of convergence of the algorithm for the considered examples are obtained. Original Russian Text © E.N. Belitser, P. Serra, 2013, published in Avtomatika i Telemekhanika, 2013, No. 4, pp. 91–109.
Original languageEnglish
Pages (from-to)613-627
JournalAutomation And Remote Control
Issue number4
Publication statusPublished - 2013


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