Nonparametric methods of nonlinear filtering of stationary random sequences

MaRDI QIDQ794610zbMATH OpenFDO

Authors Alexander V. Dobrovidov

Publication date 1983

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

zbMATH Keywords

mean-square convergencenonlinear filteringnonparametric estimates

Mathematics Subject Classification ID

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

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(21)

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• A new nonlinear filter for parameters identification in dynamic systems and application to a transmission channel
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• \(L^{1}\)-convergence of smoothing densities in non-parametric state space models
• On filtering with unspecified initial data for nonuniformly ergodic signals
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