DocumentCode
781135
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
Volume
41
Issue
4
fYear
1996
fDate
4/1/1996 12:00:00 AM
Firstpage
575
Lastpage
578
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.489278
Filename
489278
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