Geodesic
Recurrent interpolation of partially observed random fields with discrete parameter
Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 2, pp. 408-413

Voir la notice de l'article provenant de la source Math-Net.Ru

The problem of estimating an unobserved component of a partially observed random field is considered. It is assumed that the unobserved and observed components are governed by certain linear difference equations with random Gaussian right-hand sides. A linear recurrent equation with boundary conditions is derived for the optimal mean-square estimator of the unobserved random field. 
@article{TVP_1978_23_2_a16,
     author = {A. A. Novikov},
     title = {Recurrent interpolation of partially observed random fields with discrete parameter},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {408--413},
     publisher = {mathdoc},
     volume = {23},
     number = {2},
     year = {1978},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1978_23_2_a16/}
}
TY  - JOUR
AU  - A. A. Novikov
TI  - Recurrent interpolation of partially observed random fields with discrete parameter
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1978
SP  - 408
EP  - 413
VL  - 23
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1978_23_2_a16/
LA  - ru
ID  - TVP_1978_23_2_a16
ER  - 
%0 Journal Article
%A A. A. Novikov
%T Recurrent interpolation of partially observed random fields with discrete parameter
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1978
%P 408-413
%V 23
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1978_23_2_a16/
%G ru
%F TVP_1978_23_2_a16
A. A. Novikov. Recurrent interpolation of partially observed random fields with discrete parameter. Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 2, pp. 408-413. http://geodesic.mathdoc.fr/item/TVP_1978_23_2_a16/