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Nonparametric methods of nonlinear filtering of stationary random sequences

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Publication:794610
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zbMath0539.93076MaRDI QIDQ794610

A. V. Dobrovidov

Publication date: 1983

Published in: Automation and Remote Control (Search for Journal in Brave)


zbMATH Keywords

nonlinear filteringmean-square convergencenonparametric estimates


Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric estimation (62G05) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)


Related Items (6)

Regularization of Positive Signal Nonparametric Filtering in Multiplicative Observation Model ⋮ Regularized nonparametric filtering of signal with unknown distribution in nonlinear observation model ⋮ Nonparametric estimation of volatility and its parametric analogs ⋮ Automatic methods of useful signals extraction from noise background under conditions of nonparametric uncertainty ⋮ Stable Nonparametric Signal Filtration in Nonlinear Models ⋮ Inferences from optimal filtering equation







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