Abstract :
An improvement in a method for recursive estimation of the mean of a random variable is suggested. The proposed algorithm is faster than conventional "ideal" averaging and only slightly less efficient, i.e., the estimate variance is only slightly larger for the same sample size.
Keywords :
Averaging, division, minicomputer, recursive estimation.; Analog-digital conversion; Attenuation; Costs; Floating-point arithmetic; Microcomputers; NASA; Power generation; Random variables; Reactive power; Recursive estimation; Averaging, division, minicomputer, recursive estimation.;
