Smoothing for random fields modeled by partial differential equations

DOI10.1109/9.489278MaRDI QIDQ4884135zbMATH OpenOpenAlexFDO

Authors Christoforos E. Economakos, Howard L. Weinert

Publication date 25 March 1997

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/1f0f2bcae7374d3480dfbc9e23625a6a71101e81

zbMATH Keywords

discrete Fourier transformationlinearpartial differential equationsrandom fieldssmoothing algorithm

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Control/observation systems governed by partial differential equations (93C20) Data smoothing in stochastic control theory (93E14)

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