Nonparametric methods of nonlinear filtering of stationary random sequences

zbMATH Open0539.93076MaRDI QIDQ794610FDOQ794610

Authors: Alexander V. Dobrovidov 

Publication date: 1983

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

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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)

Cited In (21)

• Dynamic realizations of sufficient sequences
• A new nonlinear filter for parameters identification in dynamic systems and application to a transmission channel
• Automatic methods of useful signals extraction from noise background under conditions of nonparametric uncertainty
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• Nonparametric estimation of volatility and its parametric analogs
• Minimax filtering of the path of a dynamic system that depends on a nonparametric signal
• Regularized nonparametric filtering of signal with unknown distribution in nonlinear observation model
• Quasi-Linear Filtering of Stationary Gaussian Sequences
• Nonparametric interpolation of the Markov sequence
• Asymptotically \(\epsilon\)-optimal nonparametric procedure for nonlinear filtering of stationary sequences with unknown statistical characteristics
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• Inferences from optimal filtering equation
• Convergence rates of nonparametric filtering estimates in autoregression dynamic systems
• Title not available (Why is that?)
• Stable nonparametric signal filtration in nonlinear models
• On filtering with unspecified initial data for nonuniformly ergodic signals
• \(L^{1}\)-convergence of smoothing densities in non-parametric state space models
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• Regularization of positive signal nonparametric filtering in multiplicative observation model
• Non-parametric state space models
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