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.
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页码：1105 / 1115
页数：11
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