an:03858995
Zbl 0539.93076
Dobrovidov, A. V.
Nonparametric methods of nonlinear filtering of stationary random sequences
EN
Autom. Remote Control 44, No. 6, 757-768 (1983); translation from Avtom. Telemekh. 1983, No. 6, 85-98 (1983).
00181042
1983
j
93E10 60G35 62M20 62G05
nonlinear filtering; mean-square convergence; nonparametric estimates
A nonlinear method is proposed for filtering of strictly stationary ergodic random Markov sequence observed in noise. The state equation and the distribution of the signal is assumed to be unknown. The conditional probability density of observations is assumed to be of exponential type. The mean-square convergence of nonparametric estimates of a multivariate probability density and the convergence of the gradient in the uniform metric are proved.
M.Mokljacuk