On-line nonparametric estimation
A survey of some recent results on nonparametric on-line estimation is presented. The first result deals with an on-line estimation for a smooth signal S(t) in the classic 'signal plus Gaussian white noise' model. Then an analogous on-line estimator for the regression estimation problem wi...
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2004 |
| País: | España |
| Institución: | Universitat Autònoma de Barcelona |
| Repositorio: | Dipòsit Digital de Documents de la UAB |
| Idioma: | inglés |
| OAI Identifier: | oai:ddd.uab.cat:93931 |
| Acceso en línea: | https://ddd.uab.cat/record/93931 |
| Access Level: | acceso abierto |
| Palabra clave: | White Gaussian Noise On-line estimation Nonlinear filter |
| Sumario: | A survey of some recent results on nonparametric on-line estimation is presented. The first result deals with an on-line estimation for a smooth signal S(t) in the classic 'signal plus Gaussian white noise' model. Then an analogous on-line estimator for the regression estimation problem with equidistant design is described and justified. Finally some preliminary results related to the on-line estimation for the diffusion observed process are described. |
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