Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第40回ISCIE「確率システム理論と応用」国際シンポジウム(2008年11月, 京都)
H Optimal Nonparametric Density Estimation from Quantized Samples
M. NagaharaK. I. SatoY. Yamamoto
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ジャーナル フリー

2009 年 2009 巻 p. 67-72

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抄録
In this paper, we study nonparametric density estimation from quantized samples. Since quantization decreases the amount of information, interpolation (or estimation) of the missing information is needed. To achieve this, we introduce sampled-data H∞ control theory to optimize the worst case error between the original probability density function and the estimation. The optimization is formulated by linear matrix inequalities and equalities. A numerical example is illustrated to show the effectiveness of our method.
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© 2009 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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