Telescoping recursive representations and estimation of gaussmarkov Random fields

IEEE Transactions on Information Theory

Volumn 57, Issue 3, 2011, Pages 1645-1663

  Vats, Divyanshu ^a   Moura, José M F ^a  

^a CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

GaussMarkov random fields; GaussMarkov random processes; Kalman filter; random fields; RauchTungStriebel smoother; recursive estimation; telescoping representation

Indexed keywords

GAUSS-MARKOV RANDOM PROCESS; RANDOM FIELDS; RAUCHTUNGSTRIEBEL SMOOTHER; RECURSIVE ESTIMATION; TELESCOPING REPRESENTATION;

ALGORITHMS; KALMAN FILTERS; RANDOM PROCESSES; WHITE NOISE;

ESTIMATION;

EID: 79951916857     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIT.2011.2104612     Document Type: Article

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