Stable nonparametric signal filtration in nonlinear models

DOI10.1007/978-1-4939-0569-0_7MaRDI QIDQ2787358zbMATH OpenOpenAlexFDO

Authors Alexander V. Dobrovidov

Publication date 25 February 2016

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4939-0569-0_7

zbMATH Keywords

nonlinear modelsnonparametric filtrationpositive signals

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05)

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Cites work

• A General Approach to Nonparametric Empirical Bayes Estimation
• Automatic methods of useful signals extraction from noise background under conditions of nonparametric uncertainty
• Empirical Bayes estimation in Lebesgue-exponential families with rates near the best possible rate
• Empirical Bayes estimation of a scale parameter
• Empirical bayes estimation of reliability characteristics for an exponential family
• scientific article; zbMATH DE number 3145638 (Why is no real title available?)
• Non-parametric state space models
• Nonparametric density estimation for positive time series
• Nonparametric methods of nonlinear filtering of stationary random sequences

Cited in

(10)

• Asymptotically \(\epsilon\)-optimal nonparametric procedure for nonlinear filtering of stationary sequences with unknown statistical characteristics
• Multiplicative Kalman filtering
• Nonparametric PU learning of state estimation in Markov switching model
• Regularized nonparametric filtering of signal with unknown distribution in nonlinear observation model
• scientific article; zbMATH DE number 1366919 (Why is no real title available?)
• Non-Gaussian Filter for Continuous-Discrete Models
• Regularization of positive signal nonparametric filtering in multiplicative observation model
• Automatic methods of useful signals extraction from noise background under conditions of nonparametric uncertainty
• Minimax filtering of the path of a dynamic system that depends on a nonparametric signal
• Nonparametric methods of nonlinear filtering of stationary random sequences

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