Asymptotically \(\epsilon\)-optimal nonparametric procedure for nonlinear filtering of stationary sequences with unknown statistical characteristics
From MaRDI portal
Publication:1057822
zbMath0563.93064MaRDI QIDQ1057822
Publication date: 1984
Published in: Automation and Remote Control (Search for Journal in Brave)
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35) Generalized stochastic processes (60G20)
Related Items (2)
Automatic methods of useful signals extraction from noise background under conditions of nonparametric uncertainty ⋮ Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations
This page was built for publication: Asymptotically \(\epsilon\)-optimal nonparametric procedure for nonlinear filtering of stationary sequences with unknown statistical characteristics