Optimal Modeling and Filtering of Stochastic Time Series for Geoscience Applications
نویسندگان
چکیده
منابع مشابه
Optimal Modeling and Filtering of Stochastic Time Series for Geoscience Applications
Sequences of observations or measurements are often modeled as realizations of stochastic processes with some stationary properties in the first and second moments. However in practice, the noise biases and variances are likely to be different for different epochs in time or regions in space, and hence such stationarity assumptions are often questionable. In the case of strict stationarity with...
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ژورنال
عنوان ژورنال: Mathematical Problems in Engineering
سال: 2013
ISSN: 1024-123X,1563-5147
DOI: 10.1155/2013/895061