Geodesic
Recurrent interpolation of partially observed random fields with discrete parameter
Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 2, pp. 408-413 Cet article a éte moissonné depuis la source Math-Net.Ru

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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},
     year = {1978},
     volume = {23},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1978_23_2_a16/}
}
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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/