The kriged Kalman filter. (With discussion)

DOI10.1007/BF02565111zbMath0935.62107OpenAlexW1982283335MaRDI QIDQ1305249

Edwin J. Redfern, Kanti V. Mardia, Colin R. Goodall, Francisco Javier Alonso

Publication date: 8 May 2000

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02565111

zbMATH Keywords

krigingEM algorithmKalman filterpollutionstate-space modelbending energyKarahunen-Loeve expansionsspatial-temporal modelling

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from spatial processes (62M30) Applications of statistics to environmental and related topics (62P12) Inference from stochastic processes (62M99)

Related Items (27)

A conversation with Kanti Mardia ⋮ Spatio-temporal statistical analysis of the carbon budget of the terrestrial ecosystem ⋮ Multifractality in space-time statistical models ⋮ Longitudinal analysis of spatially correlated data ⋮ Estimation of parameterized spatio-temporal dynamic models ⋮ Hierarchical Models in Environmental Science ⋮ Sequential Data Assimilation Techniques in Oceanography ⋮ A general science-based framework for dynamical spatio-temporal models ⋮ Penalized model-based clustering of complex functional data ⋮ Robust estimation of a dynamic spatio-temporal model with structural change ⋮ A dynamic spatial filtering approach to mitigate underestimation bias in field calibrated low-cost sensor air pollution data ⋮ Factor Models for High-Dimensional Tensor Time Series ⋮ Spatio-temporal analysis with short- and long-memory dependence: a state-space approach ⋮ Parallel inference for massive distributed spatial data using low-rank models ⋮ Spatially varying dynamic coefficient models ⋮ Gaussian processes on the support of cylindrical surfaces, with application to periodic spatio-temporal data ⋮ A Measurement Fusion Method for Nonlinear System Identification Using a Cooperative Learning Algorithm ⋮ The analysis of marked point patterns evolving through space and time ⋮ Disentangling mark/point interaction in marked-point processes ⋮ Model comparison and selection for stationary space-time models ⋮ A Kalman filter method for estimation and prediction of space-time data with an autoregressive structure ⋮ A reparametrization approach for dynamic space-time models ⋮ Spatio‐temporal smoothing and EM estimation for massive remote‐sensing data sets ⋮ A kernel-based spectral model for non-Gaussian spatio-temporal processes ⋮ Cooperative adaptive sampling of random fields with partially known covariance ⋮ A Latent Gaussian Markov Random-Field Model for Spatiotemporal Rainfall Disaggregation ⋮ Discussing the ``big \(n\) problem

Uses Software

• spatial
• astsa

Cites Work

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