Title :
Smoothing for random fields modeled by partial differential equations
Author :
Economakos, Christoforos E. ; Weinert, Howard L.
Author_Institution :
Dept. of Electr. & Comput. Eng., Johns Hopkins Univ., Baltimore, MD, USA
fDate :
4/1/1996 12:00:00 AM
Abstract :
The authors present an efficient, numerically reliable smoothing algorithm for random fields modeled by linear, constant coefficient, partial differential equations. The estimate is computed from discrete measurements by using the discrete Fourier transform to convert the two-dimensional (2D) problem to a collection of uncoupled one-dimensional (1D) problems which are then solved using stable iterations
Keywords :
boundary-value problems; discrete Fourier transforms; distributed parameter systems; iterative methods; matrix algebra; partial differential equations; smoothing methods; discrete Fourier transform; partial differential equations; random boundary condition; random field smoothing; stable iterations; Boundary conditions; Discrete Fourier transforms; Mathematical model; Partial differential equations; Poisson equations; Sea measurements; Smoothing methods; Two dimensional displays; Vectors; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
