MULTIVARIATE PROBABILITY DENSITY DECONVOLUTION FOR STATIONARY RANDOM-PROCESSES

被引：68

作者：

MASRY, E

机构：

[1] Department of Electrical Engineering, University of California, San Diego, La Jolla

来源：

IEEE TRANSACTIONS ON INFORMATION THEORY | 1991年 / 37卷 / 04期

关键词：

DECONVOLUTION OF MULTIVARIATE PROBABILITY DENSITIES; QUADRATIC-MEAN CONVERGENCE AND RATES; MIXING PROCESSES;

D O I：

10.1109/18.87002

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The kernel-type estimation of the joint probability density functions of stationary random processes from noisy observations is considered. Precise asymptotic expressions and bounds on the mean-square estimation error are established, along with rates of mean-square convergence, for processes satisfying a variety of mixing conditions. The dependence of the convergence rates on the joint density of the noise process is studied.

引用

页码：1105 / 1115

页数：11

共 15 条

[1]

Bochner S, 1932, LECT FOURIER INTEGRA, V12

[2] OPTIMAL RATES OF CONVERGENCE FOR DECONVOLVING A DENSITY [J].