Recursive structure of noncausal Gauss-Markov random fields

DOI10.1109/18.119691MaRDI QIDQ3990770zbMATH OpenOpenAlexFDO

Authors José M. F. Moura, Nikhil Balram

Publication date 28 June 1992

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

Full work available at URL https://doi.org/10.1109/18.119691

zbMATH Keywords

image processingKalman-Bucy filtersRiccati type equationnoncausal Gauss-Markov random fieldsRecursive representations

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60)

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• Two-dimensional model-based power spectrum estimation for nonextendible correlation bisequences

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