DocumentCode
913228
Title
Interpolation of a Gaussian-Markov process (Corresp.)
Author
Schumer, M.
Volume
16
Issue
1
fYear
1970
fDate
1/1/1970 12:00:00 AM
Firstpage
75
Lastpage
77
Abstract
Expressions are derived for the optimal estimate and the resultant error variance for interpolation between sample points of a Gaussian-Markov process. The results are also displayed as a family of curves for the optimal estimate and error variance.
Keywords
Gaussian processes; Interpolation; Markov processes; Delay effects; Entropy; Equations; Gaussian processes; Information theory; Interpolation; Markov processes; Optical character recognition software; Probability; Statistics;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1970.1054397
Filename
1054397
Link To Document