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

DOI10.1016/J.EJCON.2016.11.001MaRDI QIDQ1662994zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3513115 (Why is no real title available?)
• scientific article; zbMATH DE number 1134987 (Why is no real title available?)
• scientific article; zbMATH DE number 4121482 (Why is no real title available?)
• 2-D-Recursive Modelling of Homogeneous Discrete Gaussian Markov Fields
• Gaussian Markov distributions over finite graphs
• Graphical models, exponential families, and variational inference
• Modeling and estimation of discrete-time Gaussian reciprocal processes
• 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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