Random fields estimation theory (Q918104)

The theory developed here is a natural generalization of the Wiener filtering theory to the case of random fields. The work deals with the analytic theory of random fields estimation within the framework of covariance theory. The only information used is the knowledge of the covariance function. Under some assumptions on covariance functions an analytic theory of random fields estimation is developed. Qualitative properties of the solutions are obtained and robustness of the estimates is established. Numerical methods for computing the singular solution are given. The results can be used in signal and image processing in TV, underwater acoustics, geophysics, optics etc.