Linear smoothing of noisy spatial temporal series

MaRDI QIDQ3517698zbMATH OpenFDO

Authors Valter di Giacinto, Ian L. Dryden, Luigi Ippoliti, Luca Romagnoli

Publication date 12 August 2008

zbMATH Keywords

Kalman filtermaximum likelihood estimationmeasurement errorstate space modelimage analysisGaussian Markov random fieldSTARMA modelSTARG model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random fields; image analysis (62M40) Inference from stochastic processes and prediction (62M20)

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