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Nonparametric system identification by kernel methods. (English) Zbl 0532.93064

MSC:
93E12 Identification in stochastic control theory
93C10 Nonlinear systems in control theory
93C55 Discrete-time control/observation systems
60G10 Stationary stochastic processes
62G05 Nonparametric estimation
93E10 Estimation and detection in stochastic control theory
60J05 Discrete-time Markov processes on general state spaces
62E20 Asymptotic distribution theory in statistics
93E25 Computational methods in stochastic control (MSC2010)
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