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In this paper, we consider a competitive approach to sequential decision problems, suitable for a variety of signal processing applications where at each of a succession of times, a selection must be made from among a fixed set of strategies (or outcomes). For each such decision and outcome pair, loss is incurred, and it is the time-accumulation of these losses that is sought to be minimized. Rather than using a statistical performance measure, our goal in this pursuit is to sequentiallydoi:10.1109/tsp.2009.2037062 fatcat:2tucrb22xfg5lpmzeg4ufhbtna