A fast algorithm for linear estimation of two- dimensional isotropic random fields
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Publication:3707045
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
Schrödinger equationsisotropic random fieldlinear least-squares estimateone-dimensional linear prediction
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)
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