Estimating the Conditional Mean in Non-Linear Dynamic Systems: the Almost Sure Convergence
نویسندگان
چکیده
منابع مشابه
Almost Sure Convergence under Estimating Conditional Mean Based on Dependent Data
The paper is devoted to establishing strong consistency of estimates of nonlinear characteristics of dynamic stochastic systems. To describe the shape of the nonlinearities, regression functions, i.e. conditional expectations of a random variable with respect to another one, are used. In turn, the nonlinear regression functions are estimated by algorithms using the kernel-type approaches, which...
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ژورنال
عنوان ژورنال: IFAC-PapersOnLine
سال: 2015
ISSN: 2405-8963
DOI: 10.1016/j.ifacol.2015.09.340