Contributions to the Theory of Nonparametric Regression, with Application to System Identification
非参数回归理论及其在系统辨识中的应用
The objective in nonparametric regression is to infer a function $m(x)$ on the basis of a finite collection of noisy pairs $\{(X_i, m(X_i) + N_i)\}^n_{i=1}$, where the noise components $N_i$ satisfy certain lenient assumptions and the domain points $X_i$ are selected at random. It is known a priori only that $m$ is a member of a nonparametric class of functions (that is, a class of functions like $C\lbrack 0, 1\rbrack$ which, under customary topologies, does not admit a…