摘要
基于可能相关并具有某种遍厉性的样本数据,该文设计了一个具有多级自适应滤波器的有限元估计器去估计相应的(平稳)密度函数。数值例了表明了估计器的有效性。同时也讨论了一个有关估计器稳定性的性质。
Based on sample data which may be correlated and have certain ergodic property, a finite element estimator with multi-stage adaptive filters is designed to estimate the associated (stationary) density function. Numerical examples are presented to show the effectiveness of the estimator. Meanwhile, the stability property of the estimator is also discussed.
出处
《工程数学学报》
CSCD
北大核心
2006年第6期1068-1074,共7页
Chinese Journal of Engineering Mathematics
基金
The National Natural Science Foundation of China(10371053)
关键词
密度估计
有限元插值
自适应滤波
弱收敛
density estimation
finite element interpolation
adaptive filter
weak convergence