On properties of the algorithm for pursuing a drifting quantile

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

doi:10.1134/S000511791304005X

On properties of the algorithm for pursuing a drifting quantile

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

Research output: Contribution to journal › Article › Academic › peer-review

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Abstract

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 language	English
Pages (from-to)	613-627
Journal	Automation And Remote Control
Volume	74
Issue number	4
DOIs	https://doi.org/10.1134/S000511791304005X
Publication status	Published - 2013

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abstract = "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 {\textcopyright} E.N. Belitser, P. Serra, 2013, published in Avtomatika i Telemekhanika, 2013, No. 4, pp. 91–109.",

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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.

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DO - 10.1134/S000511791304005X

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EP - 627

JO - Automation And Remote Control

JF - Automation And Remote Control

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On properties of the algorithm for pursuing a drifting quantile

Abstract

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