Ergodicity and mixing conditions of Markov processes in nonparametric filtering problems (Q1180934): Difference between revisions

The problem of filtering a discrete-time Markov process is considered in the case where the law of the state process is unknown; only the dependence between the state and the observation are known. The authors study ergodicity and strong mixing conditions for the system. Then, by applying a classical nonparametric estimator for the density, they can deduce nonparametric filters which are asymptotically optimal.