Universal output prediction and nonparametric regression for arbitrary data

MaRDI QIDQ4227160zbMATH OpenFDO

Authors Sanjeev R. Kulkarni, Steven Eli Posner

Publication date 2 August 1999

zbMATH Keywords

\(k_n\)-nearest neighbor algorithmpredictors

Mathematics Subject Classification ID

Density estimation (62G07) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10)

Review text

The paper introduces an algorithm which predicts the output of an unknown nonlinear discrete-time system satisfying certain regularity conditions (causality, fading memory, e.g.). The algorithm is an adaptation of the \(k_n\)-nearest neighbor algorithm. For the entire collection see [Zbl 0901.00020].

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Cited in

(2)

• Universal Filtering Via Prediction
• Nonparametric output prediction for nonlinear fading memory systems

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