DocumentCode :
3136322
Title :
Two dimensional recursive optimal smoothing of Gaussian random fields
Author :
Carravetta, Francesco ; White, Langford B.
Author_Institution :
Antonio Ruberti Inst. of Syst. Anal. & Comput. Sci., Italian Nat. Res. Council, Rome, Italy
fYear :
2011
fDate :
19-21 Dec. 2011
Firstpage :
1102
Lastpage :
1107
Abstract :
The smoothing problem is considered for a two dimensional (2D) Gaussian Markov field defined on a finite rectangular lattice under Gaussian additive noise. The Gaussian Markov field is assumed to be generated by a (known) local correlation linking each site with the eight sites surrounding it in the lattice. In a former paper it has been shown that for such field (and with a further assumption of homogeneity that we here relax) a 2D realisation can be built up. Such realisation result represents the basis for the present paper, where a 2D-recursive optimal-smoothing algorithm is derived. Even though based on the realisation result, the present paper is nevertheless self-contained.
Keywords :
Gaussian noise; Markov processes; recursive filters; smoothing methods; Gaussian Markov field; Gaussian additive noise; Gaussian random fields; finite rectangular lattice; local correlation linking; two dimensional recursive optimal smoothing algorithm; Correlation; Equations; Lattices; Markov processes; Mathematical model; Smoothing methods; Vectors;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Control and Automation (ICCA), 2011 9th IEEE International Conference on
Conference_Location :
Santiago
ISSN :
1948-3449
Print_ISBN :
978-1-4577-1475-7
Type :
conf
DOI :
10.1109/ICCA.2011.6137896
Filename :
6137896
Link To Document :
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