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A Fast Digital Computer Method for Recursive Estimation of the Mean
September 1970 (vol. 19 no. 9)
pp. 847-850
R.C. White, Dept. of Elec. Engrg. University of Arizona
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.
Index Terms:
Averaging, division, minicomputer, recursive estimation.
Citation:
R.C. White, "A Fast Digital Computer Method for Recursive Estimation of the Mean," IEEE Transactions on Computers, vol. 19, no. 9, pp. 847-850, Sept. 1970, doi:10.1109/T-C.1970.223053
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