A fast algorithm for linear estimation of two- dimensional isotropic random fields

DOI10.1109/TIT.1985.1057088zbMath0584.60057OpenAlexW2055170376MaRDI QIDQ3707045

Bernard C. Levy, John N. Tsitsiklis

Publication date: 1985

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1985.1057088

zbMATH Keywords

Schrödinger equationsisotropic random fieldlinear least-squares estimateone-dimensional linear prediction

Mathematics Subject Classification ID

Random fields (60G60) Signal detection and filtering (aspects of stochastic processes) (60G35) Prediction theory (aspects of stochastic processes) (60G25) Probabilistic methods, stochastic differential equations (65C99)

Related Items

Linear estimation of random fields with second-order increments and its application, Boundary value processes: Estimation and identification, Multidimensional inverse scattering: An orthogonalization formulation, Series representations and simulations of isotropic random fields in the Euclidean space, Covariance Matrix Functions of Isotropic Vector Random Fields