Linear Gaussian state-space model with irregular sampling: Application to sea surface temperature

Stochastic Environmental Research and Risk Assessment

Volumn 25, Issue 6, 2011, Pages 793-804

  Tandeo, Pierre ^a   Ailliot, Pierre ^b   Autret, Emmanuelle ^a  

^a Centre Bretagne   (France)

^b UNIVERSITÉ EUROPÉENNE DE BRETAGNE   (France)

Author keywords

EM algorithm; Irregular sampling; Ornstein Uhlenbeck process; Sea surface temperature; State space model

Indexed keywords

EM ALGORITHMS; IRREGULAR SAMPLING; ORNSTEIN-UHLENBECK PROCESS; SEA SURFACE TEMPERATURES; STATE-SPACE MODELS;

ALGORITHMS; MAXIMUM LIKELIHOOD ESTIMATION; MEASUREMENT ERRORS; METHOD OF MOMENTS; NUMERICAL METHODS; PARAMETER ESTIMATION; SATELLITES; SURFACE PROPERTIES; TIME SERIES;

ATMOSPHERIC TEMPERATURE;

ALGORITHM; COMPUTER SIMULATION; DATA QUALITY; DATA SET; GAUSSIAN METHOD; MAXIMUM LIKELIHOOD ANALYSIS; NUMERICAL MODEL; OPTIMIZATION; SAMPLING; SATELLITE IMAGERY; SEA SURFACE TEMPERATURE;

EID: 79959380358     PISSN: 14363240     EISSN: 14363259     Source Type: Journal    
DOI: 10.1007/s00477-010-0442-8     Document Type: Article

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