An algorithm for tracking a random walk with unknown drift

Jean Luc Le Calvez, Bernard Delyon, Anatoli Juditsky. An algorithm for tracking a random walk with unknown drift. In Proceedings of the 1998 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '98, Seattle, Washington, USA, May 12-15, 1998. pages 2177-2180, IEEE, 1998. [doi]

@inproceedings{CalvezDJ98,
  title = {An algorithm for tracking a random walk with unknown drift},
  author = {Jean Luc Le Calvez and Bernard Delyon and Anatoli Juditsky},
  year = {1998},
  doi = {10.1109/ICASSP.1998.681578},
  url = {http://dx.doi.org/10.1109/ICASSP.1998.681578},
  researchr = {https://researchr.org/publication/CalvezDJ98},
  cites = {0},
  citedby = {0},
  pages = {2177-2180},
  booktitle = {Proceedings of the 1998 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '98, Seattle, Washington, USA, May 12-15, 1998},
  publisher = {IEEE},
  isbn = {0-7803-4428-6},
}