Optimal smoothing for spherical Gauss-Markov random fields with application to weather data estimation

DOI10.1016/J.EJCON.2016.11.001zbMATH Open1403.93189OpenAlexW2554949577MaRDI QIDQ1662994FDOQ1662994

Authors: Alessandro Borri, Francesco Carravetta, Langford B. White 

Publication date: 21 August 2018

Published in: European Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejcon.2016.11.001

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zbMATH Keywords

random fieldsoptimal smoothinggeophysical signal processingestimation and filteringweather data

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17) Estimation and detection in stochastic control theory (93E10) Meteorology and atmospheric physics (86A10) Data smoothing in stochastic control theory (93E14)

Cites Work

• Graphical models, exponential families, and variational inference
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• Gaussian Markov distributions over finite graphs
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• Modeling and estimation of discrete-time Gaussian reciprocal processes
• 2-D-Recursive Modelling of Homogeneous Discrete Gaussian Markov Fields
• Recursive structure of noncausal Gauss-Markov random fields
• Telescoping Recursive Representations and Estimation of Gauss–Markov Random Fields

Cited In (1)

• Syntactic stochastic processes: definitions, models, and related inference problems

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