TY - JOUR
T1 - On properties of the algorithm for pursuing a drifting quantile
AU - Belitser, E.
AU - Andrade Serra, De, P.J.
PY - 2013
Y1 - 2013
N2 - 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.
AB - 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.
U2 - 10.1134/S000511791304005X
DO - 10.1134/S000511791304005X
M3 - Article
SN - 0005-1179
VL - 74
SP - 613
EP - 627
JO - Automation And Remote Control
JF - Automation And Remote Control
IS - 4
ER -