Title :
Interpolation of a Gaussian-Markov process (Corresp.)
fDate :
1/1/1970 12:00:00 AM
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;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1970.1054397
