Telescoping Recursive Representations and Estimation of Gauss–Markov Random Fields
نویسندگان
چکیده
منابع مشابه
Telescoping Recursive Representations and Estimation of Gauss-Markov Random Fields
We present telescoping recursive representations for both continuous and discrete indexed noncausal Gauss-Markov random fields. Our recursions start at the boundary (for example, a hypersurface in R, d ≥ 1) and telescope inwards. Under appropriate conditions, the recursions for the random field are differential/difference representations driven by white noise, for which we can use standard recu...
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 2011
ISSN: 0018-9448,1557-9654
DOI: 10.1109/tit.2011.2104612