A Well-Posedness Property of a Class of Variational Problems and Its Application to Nonlinear Estimation.
Rept. for 1 Oct 80-31 Oct 86,
TEXAS UNIV AT AUSTIN DEPT OF ELECTRICAL AND COMPUTER ENGINEERING
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In this paper we consider a class of nonlinear estimators that are the solutions to a certain variational problem. These estimators generalize the concept of conditional expectation we investigate their continuity and convergence properties. Author
- Statistics and Probability