Data-Based Nonparametric Signal Filtration
The problem of stochastic signal filtration under nonparametric uncertainties is considered. A probabilistic description of the signal process is assumed to be completely unknown. The Bayes estimator can not be constructed in this case. However if the conditional density of the observation process g...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2016-02-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/193 |